1Heat the oven to 350°F and arrange a rack in the middle. Place the oranges and grapefruit in a baking dish and bake until the bottom of the fruit is lightly browned, about 35 minutes. Using tongs, flip the fruit over and continue baking until the second side is lightly browned, about 20 to 35 minutes more. Remove from the oven and let cool slightly in the dish. When cool enough to handle, remove the fruit from the dish and stud each piece with 6 cloves; set aside.
2Place the red wine, sugar, cinnamon sticks, and star anise in a large saucepan over low heat and stir until the sugar has dissolved. Remove from the heat. Add the clove-studded fruit, submerging it in the wine mixture as much as possible (not all the fruit will be covered). Cover and let sit at room temperature overnight.
3The next day, remove the fruit from the saucepan. Slice each piece in half and juice the halves into a strainer set over a medium bowl. Discard the seeds, cloves, and any large pieces of pulp in the strainer. Add the juice and port to the wine mixture and stir to combine. Place over low heat until the mixture is hot, being careful not to let it boil. If desired, remove the star anise and cinnamon sticks. Serve hot.