They are not individual cells. In fact, the "juice sacs" (as they are known) are actually specialized, multicellular hairs:
> Juice sacs originate as multicellular hairs in which the interior of the enlarged distal part breaks down and fills with liquid. The juice sacs constitute the fleshy, edible pulp of an orange and are the source of the sweet juice.
!pulp dissection
(Quote and image from Fruit Terminology, palomar.edu)
This is from a botany course; if for some reason that isn't reputable enough, check out the book Anatomy of Seed Plants by Katherine Esau (1960).