The citrus: Using a microplane, reserve the zest of 1 orange and thinly peel the outer layer of the 2nd orange to coils. Set aside 2 thin slices of orange and juice the rest. Zest the skin of a lemon and set aside 1 thin slice.
Simmer it: In a saucepan, add sugar, chai, vanilla, orange juice and citrus peels and zests. Bring to a gentle simmer, stirring until all of the sugars have dissolved. Add the wine and bring to just below the boil. Remove from heat and ladle to a cup with freshly grated nutmeg.
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