For the vanilla, make a tincture of extract by taking 1 to 2 onces of vodka then split and scrape the insides of the vanilla and place it int the vodka. Let it sit a week or 2 before throwing in. I like to do this on brew day then I pour the extract in the secondary after I rack.
For the cinnamon sticks I boil 1 to 1.25 onces for 60 minutes. I've read this is what great lakes brewery does with their Christmas ale. You can also add more later the secondary. Simply measure out the sticks until you get the weight you want then toss directly in at 60 minutes. Some people like to put them in spice bags for way retrieval but this is optional
Nutmeg can be irritatingly powerful. I suggest start with a few gratings (simply grate using the small holes of any kitchen grater)of the fresh nutmeg wait a few days taste and adjust. If you're not careful you can make a nutmeg bomb.
Other things to try for a Christmas ale, fresh ginger just peel and throw in whole with the cinnamon for a 60 minute boil roughly .75 once. Any orange peel is nice too.
Sounds like you have the oak cubes covered already.