Place cloves and allspice in a small bowl. With the end of a wooden spoon handle, crush spices until aromas are released. Add the tea bags, ginger, nutmeg and boiling water. Cover and steep for 6 minutes. Meanwhile, in a small saucepan, heat the milk.
Strain tea into the pan, discarding tea bags and spices. Stir in honey and vanilla. Ladle into mugs. Sprinkle with cinnamon.