Zest and thinly slice the Orange and the Lemon; set a few pretty rounds aside for garnish and squeeze any remaining juice into a bowl.
Place the Red Wine in a large saucepan or heavy-bottomed pot and add the juice from the citrus and the reserved citrus zest.
Stir in the Caster Sugar until dissolved, then pour in the Brandy for a rounded warmth.
Add the whole spices — the Cinnamon Sticks, Cloves, Star Anise and Bay Leaf — either loose or tied in a piece of muslin so they’re easy to remove later.
Warm the mixture over low to medium-low heat until it is steaming and small bubbles appear around the edge; do not let it come to a boil, which will evaporate the alcohol and sharpen the flavors.
Reduce heat to low and gently simmer, uncovered, for 15–25 minutes to let the spices and citrus infuse the wine; taste after 15 minutes and add more sugar if you prefer it sweeter.
Remove from the heat and strain out the spices and citrus rinds. Grate a little fresh Nutmeg over the top and give the mulled wine a final stir.
Ladle into warmed mugs or heatproof glasses, garnish with a reserved orange or lemon slice and a whole cinnamon stick if you like, and serve warm. Keep the pot on the lowest heat or in a thermos to stay warm while serving.
