Well, Pimm's actually makes a brandy-based version, Pimm's Winter (originall called Pimm's Cup #3). [The gin-based summertime version that we've been drinking is Pimm's #1].
Alas, the LCBO (government controlled and operated liquor stores here in Ontario) doesn't carry Pimm's Winter, so I haven't been able to try it.
Apparently, in addition to the brandy base, it's infused with citrus flavours and spices, and is intended to be mixed with hot apple juice.
I think we might be able to bodge together an approximation from Brandy, Cointreau and the usual mulling spices.