I put wine in the shells, not the filling. I have Ferrara's recipe, which calls for "burgandy" You can tell it's an old recipe!
Cinnamon, you want cinnamon oil. I got a bottle at Fairway.
It also calls for creme de cocoa, or any other sweet liqueur. I made a note, Amaretto or Galliano. It's 1/4 cup worth, either way.