Wash but do not peel the oranges and grapefruit and cut them into quarters. In a large bowl, combine the citrus fruit, vanilla bean, cinnamon, tequila, and wine. Cover and let the mixture steep, unrefrigerated, for 20 days. Keep the mixture in a cool, dark place such as a pantry or cellar. After 20 days, add 1 cup sugar and let the mixture stand for another 10 days. Strain the mixture, bottle it, and serve the wine at room temperature.