Stir together the cinnamon, allspice and sugars. Rub the rim of a glass with the orange wedge and dip the rim into the spiced sugar. Fill the glass with ice.
Fill a cocktail shaker with ice. Pour in the apple cider, mezcal and grand marnier. Squeeze in the lime wedge. Shake for 30 to 60 seconds. Pour the mixture in the glass. Garnish with apple slices and cinnamon sticks. Drink!