Update:
Thank you for all of the replies, including the recipe suggestion, which sounds great!
I found candied orange and citron peel (they didn't have lemon, but two out of three ain't bad) at the Home Economist store in Skokie. The citron was $4.59/lb. and the orange was $3.39/lb. They're sold in one-pound and half-pound tubs. They seem to be a seasonal item, however, so I'd give them a call first if you're looking to buy these at some other time of the year.
I never got a chance to call Caputo's to find out if they carry them. If someone else finds them at Caputo's (or anywhere else), please post a quick reply.