Are you adding fresh lemon juice and the pithy lemon peel to the boil?
I added bottled lemon juice to the first two test batches and tried it without on the third, but it made no difference. No, I haven't tried boiling with lemon peel.
I don't know the makeup/chemistry of the prickly pear, but I'm thinking that these pears may be real low on natural pectin. Thinking maybe I need to add more Sure Gel than the recipes call for. It's either that, or maybe I'm screwing it up by moving it around too much after the jars come out of the water bath. All of the pepper seeds/bits rise to the top while the jar is cooling. I don't want that, I want the pepper bits to be evenly distributed throughout the jelly nice & perty. So, as the jars cool and start to thicken a little I flip them upside down and shake just a little trying to get the pepper bits to stay put. But, they don't. They just keep floating to the top and the jelly never sets up.
I have 3 1/2 cups of pear juice left, so I'm going to try one more small test batch in a little while, but do things different this time. This batch I'm going to boil the peppers in the juice for a little longer to extract more flavor/heat, then I'm going to strain it so there are no pepper bits - just the flavor. Add it back to the pot, bring it back up and add extra Sure Gel (same amount of sugar), then pour into the jars and leave them alone. No water bath, and no flipping/moving around. If it still doesn't set up, then I dunno.