CC - I went to a christmas market in Munich once! Was really beautiful, set off my that fabulous town hall building, and we drank mulled wine out of mugs which were included in the price! Absolutely fab!
Irish coffee glasses? Or you can get proper mulled wine mugs which consist of a glass insert slid into a silver 'holder' with handle.
I only know this because I'm an ex-pub landlady btw, NOT because I'd otherwise be rushing out to purchase the perfect mulled wine vessel! But I think Past Times might do them if you want to splash out.