Choose a saucepan just large enough to hold the pears snugly. Using a vegetable peeler, remove a 5-inch strip of zest from one of the oranges and add it to the pan. Squeeze ½ cup of juice from the oranges and add it to the pan. Add the wine, sugar, cinnamon, and allspice and bring the mixture to a boil over high heat. Reduce the heat to medium-low and simmer for 5 minutes.
Meanwhile, slice ¼ inch from the bottom of each pear if necessary to create a flat base that allows it to stand upright easily. Carefully peel the pears, leaving the stems intact. Place the fruits in the poaching liquid on their sides. Cover and simmer gently over low heat, carefully turning the pears in the liquid every 5 minutes to coat them all over, until they are heated through yet firm, 20 minutes.
Remove the pan from the heat and turn the pears in the liquid again. Set them upright and let them cool uncovered in the liquid. When completely cool, cover and refrigerate for at least 2 hours or up to 1 day, carefully turning the fruits in the liquid now and then.
Gently remove the pears to plates and let them stand at room temperature for 30 minutes. Meanwhile, boil the liquid in the pan over medium-high heat until reduced to a syrup, about 15 minutes. Remove the pan from the heat and stir in the vanilla extract. Let the syrup cool to room temperature, about 15 minutes. Drizzle it over the pears and sprinkle the crumbled cookies on top.
Tip: Use wooden or silicone tongs to turn the pears without blemishing them.