Add wine, Cointreau, orange (sliced into rounds), cloves, cinnamon, star anise, and 2 tablespoons sugar to a large saucepan. Stir briefly to combine.

Cook on medium-high heat until it reaches an almost simmer.  Reduce heat to low, cover, and let the wine simmer for at least 15 minutes.

Strain to remove orange slices, cloves, cinnamon sticks, and star anise. Taste, and stir in extra sugar if needed.