Carefully peel the oranges thinly. Then with a sharp knife remove as much of the pith and white skin as possible, keeping the oranges intact. Cut the thin peel into fine strips and cover with the wine. Put the oranges into an ovenproof dish. Put a little butter on top of each one, pressing it down gently, then sprinkle each one with a teaspoon of sugar. Put into a 400F oven for 10 minutes or until the sugar caramelizes.
Meanwhile mix the orange juice with the sugar in a saucepan and bring to the boil. Lower the heat and let it get syrupy, without stirring. Add the orange peel and wine mixture and bring to the boil again, then cook rapidly to reduce and thicken slightly.
Take the oranges from the oven and if not fully browned, put under a moderate broiler for a few minutes. Pour the warmed whisky over them and set it alight, over heat. As the flames die down, add the orange syrup and let it simmer for about 2 minutes. Serve at once; or it can be served cold.