Put the cinnamon sticks, cinnamon, cloves, peppercorns, ginger, nutmeg and zests into a piece of cheesecloth. Pour wine into a pan. Add cheesecloth ingredients, juice from orange, honey and vanilla. Barely simmer for about 15 - 20 minutes. Turn off heat and let spices infuse into the wine. You can reheat when necessary. Do not boil.
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