Toast the cloves, cinnamon, star anise, nutmeg, coriander, and peppercorns in a medium (4-quart) saucepan over medium heat, stirring occasionally, until aromatic, 1 to 2 minutes. Transfer the spices to a 6x6-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.

Put the wine, clementine, and sugar in the slightly cooled pan along with the sachet. Heat the wine mixture uncovered over low heat for 1 hour to infuse it with the spices. Do not let the mixture boil.

Using a pair of tongs, gently and carefully squeeze the juice from the clementine or tangerine into the wine mixture. Discard the juiced citrus halves and the sachet. Stir the brandy, Grand Marnier (if using), and vanilla into the wine and taste. Add more sugar if needed--use just enough to smooth out the flavors but not so much that it actually tastes sweet. Serve hot.

Make Ahead Tips: If you want to infuse the wine a day before serving it, go right ahead. Just make sure to remove the spice sachet before storing it for the night. Gently reheat the wine in a medium pot over low heat and then add the brandy, Grand Marnier, and vanilla.