For the Christmas sloe liqueur, wash the sloes thoroughly with cold water and dry them.
Put the sloes in a large preserving jar with the rock candy, cinnamon stick, cloves, vanilla bean and orange peel. Then pour the gin and red wine, and stir with a wooden spoon for a few minutes and close the jar.
Store the prepared sloe liqueur in a dark, cool place until the rock candy has completely dissolved. To do this, shake the jar once a week for a few minutes.
After about 8 weeks, pour the sloe liqueur through a coarse sieve and remove all the spices and the orange peel. Store the sloes together with the liquid for another 4 weeks in the cellar, or a dark cupboard.
Finally, filter the Christmas sloe liqueur and fill it into glass bottles.