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Step 1
Using a vegetable peeler, remove the zest from the orange in wide strips, taking care to avoid the white pith; set aside. Juice the orange and set the juice aside.
Step 2
Combine the water and sugar in a large, nonreactive saucepan and boil until the sugar has completely dissolved. Reduce the heat and add the cloves, cinnamon, star anise, orange zest, and orange juice. Simmer until a fragrant syrup forms, about 1 minute.
Step 3
Reduce the heat further and add the wine. Let it barely simmer for at least 20 minutes but up to a few hours. Keep an eye out so that it doesn't reach a full simmer.
Step 4
Strain and serve in small mugs, adding a shot of rum or amaretto and garnishing with the orange peel and star anise if desired.