In a medium saucepan, over medium heat, toast the cloves, cinnamon, star anise, nutmeg, coriander, and peppercorns, stirring occasionally, until aromatic, 1 to 2 minutes. Transfer the spices to a 6×6-inch piece of cheesecloth and set the pan aside to cool slightly. Gather the corners of the cheesecloth and tie with butcher’s twine to make a sachet.
Add the wine, sugar, and clementine or mandarin to a saucepan along with the sachet. Heat the wine mixture uncovered over very low heat for 1 hour to infuse it with the spices. The mixture should steam, but take care as to never let it boil.
Using a pair of tongs, gently and carefully squeeze the juice from the citrus fruit into the wine mixture. Remove any seeds that may be expelled into the wine. Discard the juiced citrus pieces and the sachet. Stir the brandy, Grand Marnier (if using), and vanilla into the wine and taste. Add more sugar if needed to round out the flavors but not so much that it tastes sweet. Serve Warm in your favourite glass mug.