Using a vegetable peeler or a small, sharp knife, carefully cut 4 strips of zest (remove any white pith) from the orange, then juice the orange (yielding at least 3-4oz., reserving 1 TBSP).
Pour the prune juice, spiced rum and fresh orange juice into a small saucepan, and then add the cinnamon stick and two strips of the orange zest.
Warm over medium low heat (slight simmer) for 5 minutes.
While the cocktails are warming, prepare the sugar plums by rolling two prunes in the remaining 1 tablespoon orange juice (or water will work) and set on a plate, sprinkle with sugar to coat, and allow to dry for 30 seconds, then sprinkle with sugar again.
Divide the cocktail between two mugs. Garnish each mug with a piece of orange zest and a sugar plum on a cocktail pick, and a cinnamon stick.