Insert 10 cloves into each lemon and orange. Place the mace and saffron onto the center of a 8 inch square piece of cheesecloth. Gather together the edges of the cheesecloth, and tie with kitchen twine to secure. Combine wine, sugar, lemon, orange, cinnamon stick, and mace and saffron sachet in a large pot. Cover and bring to a boil over medium heat. Reduce heat to low and allow the wine to simmer for 1 hour. Remove the sachet, cinnamon stick, and fruit. Serve hot.