Soak the gelatin sheets in 3–4 Tbsps of water for 5 minutes.
Bring the wine, orange juice, honey, lemon zest, and spices to a boil. Once it reaches boiling point, remove from heat and strain.
Remove the gelatin sheets from the water, shake off the excess liquid, and place them into the hot mulled wine mixture. Stir until completely dissolved.
Pour the mixture into wine glasses (or small plastic cups). Let it rest in a cool place for 4 hours.
About an hour before serving prepare the whipped cream: split the vanilla bean and scrape out the seeds. Add them to the cream along with the sugar and beat until fluffy (but not stiff).
Spoon some whipped cream over the set jelly and chill.
Cut the vanilla pod into thin strips and use them as decoration.
Serve chilled.