In a medium saucepan, combine the water, brown sugar, cinnamon stick, lemon peel, honey, and Port wine. Place over medium heat.
Bring to a boil and let simmer for about 10 minutes.
While the syrup simmers, crumble the bread into small pieces using a knife or your hands, including the crust. Set aside.
Add the nuts and dried fruit to the syrup. Leave the pine nuts and raisins whole, and add the chopped walnuts and almonds.
Cook for another 10 minutes.
Add the crumbled bread to the syrup and stir well until it is fully incorporated and breaks down. Cook for a few more minutes, stirring constantly.
Turn off the heat. Beat the egg yolks with a fork and temper them by adding a little of the bread mixture while whisking vigorously.
Stir the egg yolk mixture into the saucepan, mixing continuously to prevent the yolks from curdling.
Transfer the mexidos, while still warm, to a serving dish or divide among individual bowls.
Sprinkle with ground cinnamon and garnish with a few nuts, if desired.