Bring the vinegar and pickling spice to boil in small saucepan for 2 minutes. Then leave to cool slightly. Strain the pickling liquid through cheesecloth-lined strainer into liquid measuring cup. Fold up ends of cheesecloth to form a spice pouch, tie tightly with string.
Place watermelon slices in large re-sealable plastic bag or jar large enough to hold the slices. Pour melon liqueur, gin, pickled vinegar and spice pouch into bag or jar. Seal tightly. Let stand for at least 30 minutes to allow flavors to develop.
For each cocktail, pour ¼ of the pickled melon mixture into tall ice-filled beverage glass. Top each glass with club soda. Garnish with a pickled watermelon slice. Repeat with remaining ingredients to make 4 cocktails.
