Marmalade Cake

Using a sharp knife, cut all rind and white pith from oranges in wide strips. Trim off any flesh still clinging to the white pith. Place peel in a small heavy saucepan. Add cold water to cover; bring to a boil. Drain. Repeat with cold water. Drain; reserve peel. Combine sugar and 2 cups water in same saucepan. Stir over medium heat until sugar dissolves. Add the orange peel, star anise, and vanilla bean. Bring to a boil. Reduce heat to low and simmer, partially covered and stirring occasionally, until peel is soft and syrup has thickened, 50-60 minutes. Let cool slightly. Transfer peel to a cutting board and thinly slice. Return peel to syrup. DO AHEAD: Can be made 1 week ahead. Place in a jar, cover, and chill.