In a small bowl, whisk together the dry mustard and water. Set aside.
In a small saucepan, combine the vinegar, garlic, brown sugar, ginger, allspice, and cinnamon. Bring to a boil. Reduce heat, and simmer for five minutes.
Whisk the mustard mixture into the spiced vinegar. Bring the sauce to a simmer and cook for 15 minutes, stirring occasionally. Remove from heat and allow the mustard to stand for two hours. The sauce will thicken slightly.
Using a soft spatula, scrape the mustard into a jar, and allow it to mellow overnight in the refrigerator before serving.