The Cactus Candy Company sells Pure Prickly Pear Cactus Jelly. Only $1.64!

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Or you can make your own, from Epicurious, via a postcard they received. All it takes is:

Ingredients:
2 1/2 cups prickly pear juice
3 Tbsp lemon or lime juice
1 package powdered pectin
3 1/2 cups sugar

Directions:
1 quart of prickly pear cactus fruit should make about 2 1/2 cups of juice. Pluck the fruit from the cactus with a long-handled fork or tongs. Wash under running water, then use a brush to clean (spines left on the fruit will soften during cooking and should come off after fruit is strained.)…

In a saucepan, measure out 2 1/2 cups of cactus juice; add 1 package of powdered pectin. Bring mixture to a fast boil, stirring constantly…. Makes 6 1/2 pints of jelly.

The rest of the instructions are at the link.