In a medium pot combine sugar, clementine, lemon and lime peel and the juice of both clementines. Add cloves, cinnamon, bay leaves and 10 gratings of a whole nutmeg.
Split the vanilla bean with a sharp knife lengthwise and scrape the seeds out, add both the seeds and the bean to the pot together with 1 cup of wine.
Bring the wine and spices to a boil and then simmer for about 5 minutes on low until your wine, sugar and spices turned into a syrup.
Add the rest of the wine, allow it to come to a desired temperature and keep it warm for serving.
Serve warm in thick glasses or china tea cups. (Thin and delicate glassware might crack from hot mulled wine).