Make brown sugar simple syrup: combine sugar and water in a small saucepan. Heat, stirring, until the sugar is dissolved.
Add the wine, brandy, orange liqueur, orange juice, and simple syrup into a large pitcher.
Make the fruit salad: cut the orange, apple, and lemon into small cubes. Add the blueberries and pomegranate arils.
Add the fruit salad and cinnamon stick to the pitcher.
Stir everything together and chill for 30 minutes to 4 hours.
Add the gummy worms to the sangria just before serving.
Make the 'blood drips': heat the grenadine in a small saucepan until thick/syrupy. It should still be pourable while hot but it will thicken quickly when you take the pot off the heat. Spoon the thickened syrup onto the glass rim creating 'blood drips'.
Pour your chilled sangria into the glasses, add some fruit salad into each glass.
Garnish the glasses with blood orange slices.