Combine the sugar and water in a small saucepan over medium heat and cook, stirring, until the sugar dissolves. Remove from the heat and allow to cool.
Thinly slice half the lemon and half the orange. Combine in a large pitcher or decorative bowl. Juice the other halves of the lemon and orange and add the juice and rinds to the pitcher. Add the apple, wine, Grand Marnier, and chilled syrup to the pitcher and stir to combine. Refrigerate until thoroughly chilled, about 2 hours.
Just before serving, pour in the chilled club soda and stir to combine. Serve straight up or on the rocks in wineglasses or old-fashioned glasses.
Makes about 2 quarts, 8 servings