How tough is it juice them and make orange juice that can be sold (to Spanish or EU standards)? I would think you could start small and grow over time.

Mallorca is a mountainous island in the middle of the med. Exporting something from Mallorca seems like a logistical challenge to me. Exporting something refrigerated or frozen, even more so...

Maybe store-shelf product such as gummies or something?

Fresh juice takes 2kg of oranges per ~1l/~1kg. Plus electricity and handling costs...

Still, you'll need a large multiplier on the transformation process: organic EU orange are 1.7€/kg, standard are 1€ wholesale market price (meaning its origin is continental spain or italy I guess). Frozen orange juice is 3.93€ (Brazil)