Peel peaches and cut in half. Remove stone and cut each half into thick slices. In a medium size sauce pan combine sliced peaches with rum, sugar, vanilla and spices. Cook over medium heat until sugar has dissolved and peach slices have started to soften, about 7-8 minutes. Combine orange juice with cornstarch and add all at once to the peaches, stirring constantly until mixture comes to a simmer and has thickened. Remove from heat and allow filling to cool down to a warm state.