Cut the oranges and grapefruit in half and smoke them over low temperature of 180-200 degrees. Choose smoking chips that you like the flavor to complement the mulled wine. Cherry and Apple work well here. Place them on the grate flesh side down for 30 minutes. You are looking for a soft smoky flavor, you don't want it to be overpowering.
Remove the citrus from the grill and add it to a dutch oven. Pour the wine, cognac, honey, cinnamon sticks, cloves, star anise and stir to dissolve the honey. Cover.
Place the covered dutch oven on the grill and let it simmer this for 20-30 minutes to allow all the flavors to come together.
Remove from grill and allow to cool and stick in refrigerator overnight.
Notes
This recipe is so easy to mix and match every time you make it. If you don't have Cognac, use more wine, Rum or Whiskey instead. This is very fun and forgiving. Increase/decrease oranges/grapefruit. Use clementines, if that is what you have at home. Toss in an apple. Just keep playing with the fruits. If you want LESS smoky flavor, smoke the fruit for 10 minutes instead. The fruit will soak up the smoky flavor and this is the easiest way to reduce it. If your family is used to a little smoke, keep it on for the full 30 minutes like we did. You can always start at 10-15 minutes and see how your family likes it and increase the smoke if you want more. Inspired by Traeger.com