Congrats on your purchase. Adding ice to juices makes them lovely and smooth (although often they still don't taste like the bottled varieties). Blending at speed 10 also helps. You can also use your rice basket as a strainer to remove some of the pulp. I know you don't want to use water but I think the best way would be to blend peeled oranges with ice cubes (on speed 8 for about 30 seconds), add some water and blend for another minute on speed 10.Good luck experimenting.
I blend 1 orange and what ever else (equiv to 2 other pces of fruit) with 8 lge ice cubes on speed 9 for 1 minute then add 300 ml of water through the lid while it is still going and let it go for about 10 seconds. SMOOTH only way my lot will drink it Might take some practice and playing until you find the way you like it. So worth it though. It will never taste like shop stuff as it has nothing in it - no extra sugar, flavour etcmine are into orange, pineapple and strawberry at the moment.
You don't have to peel them but much smoother and less bitter if you do