Wash oranges and lemons thoroughly, pat dry and cut into slices. Select a pot which can be placed on the hop and on a Fondue set heater.
In a large pot combine red wine, oranges and lemons, cinnamon, cloves and nutmeg. Cut the vanilla pod in half and scrape out the vanilla and add the vanilla and the vanilla pod to the red wine mixture. Heat slowly making sure it does not come to a boil.
Remove the pot from heat and place on the lit Fondue set heater. Put the metal rack/holder for the sugar cone on top of the pot and place the sugar cone on top of it.
Now soak the sugar cone with navy strength rum. The rum has to be above 54% alcohol otherwise it does not burn. Now carefully light the rum. The sugar will melt and drip into the wine.
Little by little start adding more rum to the sugar cone using a long-handled ladle. Once the sugar cone and rum have completely burned off, gently stir the drink and serve in mugs or heatproof glasses.
I find that a full sugar cone is too sweet but half a sugar cone just right. Therefore, I serve the Feuerzangenbowle after half the sugar cone has melted and utilise the other half of the sugar cone for the next batch.