Combine the wine, water, sugar, cinnamon, cloves and lemon slices in a saucepan.
Bring to the boil, stirring, then lower the heat and simmer the syrup for 3 minutes.
Peel the oranges, reserving about a third of the rind.
Segment the fruit, removing the membranes; carefully drop the segment into the hot syrup.
Remove all the pith from the reserved orange rind.
Cut the rind into very fine julienne strips, sprinkle over the orange segments in syrup and chill.