In a saucepan bring the wine, water & sugar to the boil. Once the sugar has dissolved, add the cinnamon & vanilla and keep boiling until it has reduced by half.
Meanwhile, peel the satsumas (leaving them whole) and cover with boiling water in a large bowl, letting them poach for 2 minutes.
Pour the hot water away and refill with cold water. Take a small knife & gently scrape away the pith from each fruit.
When the wine had reduced, pour it over the satsumas and serve immediately, leave to cool then refrigerate, or pop into sterilised glass jars for gifts.
I prefer mine neat, but the family have ice cream, clotted cream or crème fraiche with theirs.