Make the cinnamon tincture: In a large container, combine the cinnamon sticks and the grain alcohol. Cover and set aside at room temperature for 3 weeks. Strain through a coffee filter, then bottle. The tincture will keep indefinitely.
Make the cocktail: Fill a mixing glass with ice and add the whiskey, brandy, vermouth, Strega and cinnamon tincture. Stir to chill and strain into an ice-filled rocks glass. Garnish with the orange peel and serve.