Prickly pear cactus is native to Mexico and grows well in this desert. Picking the red fruits, called tunas in Spanish, is tricky as they are covered with fine hairs called glochids which are very painful to the touch. Tongs can be used to break off the fruit.
Traditionally, people rolled the pears around in the sand to remove the glochids, but now people are apt to use tongs and hold the tunas over a flame to singe them off. (You can also boil the tunas for 3 minutes which softens the glochids and makes it easier to remove the skins.) The next step is to remove the skin. This is done by cutting off the tuna ends and slicing ¼ inch through the skin in longitudinal cuts. You then can pull off strips of skin and chop up the fruit, seeds and all. Cook with water until it is mushy. Strain. Use the juice in any recipe for making jelly. It comes out a beautiful red and tastes great.
Recipes vary widely. They depend on the amount of jelly you wish to make, but all include lemon juice, sometimes in combination with lemon peels, lots of sugar and pectin. The recipes vary depending on the type of pectin you use. So first buy your pectin and then look up a recipe on the internet to proceed.