Bring 150 ml of water to a boil and blanch all the citrus fruits in it for 1 minute. Then repeat the operation again (heat 150 ml and blanch the citrus). Drain the water. This will help remove the bitterness from the zest.
Pour dry white wine into a large saucepan. Add citrus, cinnamon, star anise, cloves and black pepper. Bring to a boil, immediately remove from the heat and let stand under the lid for 15-30 minutes.
Mulled wine can be prepared in advance, completely cool and reheat before serving.