In a pot add wine, sugar, vanilla, lemon juice, cinnamon, cloves, orange zest and whisk well
Cook over law-medium heat and bring it to a boil
Add the grappa and the rum, whisk and let simmer for at least an hour (less if you want a more alcoholic liqueur)[As I say in the post above, while it simmers, either areate the kitchen or leave the room to avoid side effects from the evaporating alcohol]
Let it cool down completely, then filter and pour in a glass bottle and refrigerate for a few hours