Combine all ingredients in a saucepan and warm on medium heat until the mixture almost reaches a simmer. (Don’t let it bubble or boil or the alcohol will cook off.) Switch to low heat, cover, and allow to simmer at least 15 minutes. For more strong incorporation of spices, transfer to a slow cooker and heat on low for as much as 3 hours. Strain the resulting mulled wine to remove bits of wet spices. Serve hot with a slice of fresh orange, star anise pod, and stick of cinnamon in each mug.