The word is vesicles; those within the supremed segments you are referring to are the juice vesicles, while those in the rind (well, the flavedo), are the oliferous vesicles. Each is a little bladder or sac filled with some sort of fluid, respectively juice and oil. The juice vesicles are actually modified hair cells.
The website www.speciale.it has an article on Citrus Fruit that offers this diagram:
Under the epidermis, we find the flavedo, characterised by its yellow, green or orange colour. The flavedo contains the oliferous vesicles on the inside and are very fine and fragile; the essential oil contained within can be collected by scraping on the flavedo layer. Under the flavedo, we find the albedo made up of tubular-like cells and which combine together to constitute the tissue mass compressed into the intercellular area.
Note that the text and diagram do not match up: the aromatic vesicles described in the text should be the oil sacs out in the rind, not the juicy ones within the segment.
A similar diagram can be found at www.citrusbr.com: