Oranges and lemon should be left untreated if possible. Thinly cut or tear the lemon and orange peel into zest. Squeeze out the juice. Put the zest, juice, scraped-out vanilla pod and pulp and sugar in a glass container (e.g. punch bowl). Top up with wine and alcohol and let steep for about 2 months. Cover the vessel with a cloth.
Then pour off and fill into bottles. A wonderful aperitif well chilled.