Chop the shallots, zest the orange and lemon, and grate the ginger. Measure the remaining ingredients before you heat the pan.

Place the red currant jelly in a medium saucepan over medium heat. Stir as it melts. Once it loosens, add the shallots, orange zest, lemon zest, and grated ginger, then stir to combine.

In a small bowl or measuring cup, whisk the English mustard into the port wine until the mixture looks well blended.

Pour the port mixture into the saucepan. Add the orange juice and lemon juice, then whisk to combine. Bring the sauce to a gentle simmer and cook for 5 to 10 minutes.

Stir in the salt and cayenne pepper. Taste carefully, then adjust the seasoning only if needed. Keep the sauce warm over low heat until serving.