Place the sugar and all of the spices (except the nutmeg) into a large, heavy-bottomed pan.
Add the bay leaves and use a speed peeler to pare the zest of the lemon and oranges. Add to the pan, slice the oranges in half and squeeze in the juice.
Pour in just enough of the wine to cover all the ingredients. Place the pan over a medium heat, bring to the boil, then lower the heat and simmer for 5 minutes, or until all of the sugar is dissolved and you have a lovely fragrant syrup.
Add the rest of the wine and the crème de cassis, then gently heat for 10 minutes, until warm and fragrant. Be careful not to let the mixture boil. Serve hot, with fresh nutmeg grated on top, and mince pies.