Peel large sections of peel from the clementines, lemon and lime using a speed-peeler. Put the sugar in a large saucepan over a medium heat, add the pieces of peel and squeeze in the clementine juice. Add the cloves, cinnamon stick, bay leaves and about 10 to 12 gratings of nutmeg. Halve the vanilla pod lengthways and add to the pan, then stir in just enough red wine to cover the sugar. Let this simmer until the sugar has completely dissolved into the red wine, then bring to the boil. Keep on a rolling boil for about 4 to 5 minutes, or until you’ve got a beautiful thick syrup. The reason I’m doing this first is to create a wonderful flavour base by really getting the sugar and spices to infuse and blend well with the wine. It’s important to make a syrup base first because it needs to be quite hot, and if you do this with both bottles of wine in there you’ll burn off the alcohol. When your syrup is ready, turn the heat down to low and add your star anise and the rest of the wine. Gently heat the wine and after around 5 minutes, when it’s warm and delicious, ladle it into heatproof glasses and serve.