For the mulled wine, wash the orange and lemon carefully with hot water. Cut in half and squeeze. In a saucepan, heat the juice of the citrus with the peels, wine, sugar and spices, but do not bring to a boil. Simmer gently for a few minutes, then leave to infuse well for about 2 hours. Remove the cinnamon sticks and cloves and strain the mulled wine.
For the batter, beat the butter and sugar until fluffy. Cut open the vanilla bean and scrape out the pulp.
Beat the eggs and gradually mix them into the batter. Mix in vanilla pulp, vanilla sugar, chocolate and mulled wine.
Sift together the flour, baking powder and cornstarch and quickly fold into the batter.
Butter the gugelhupfform and sprinkle with flour, then fill in the dough. Bake in the preheated oven at 180 °C for about 1 hour. Then let cool, turn out onto a rack and let cool completely.
In the meantime, prepare the glaze. Mix powdered sugar and mulled wine. Empty evenly over the Gugelhupf and sprinkle with the chopped hazelnuts.