Preheat the oven to 160ºC. Place milk and saffron in a pot. Bring to a simmer, remove from heat, allow to stand for 5 minutes and strain. Set aside. Place sugar, water and star anise in a small pot, heat gently and stir until sugar dissolves. Boil for about 7 minutes until the liquid becomes golden. Remove from heat and remove star anise. Pour equal amounts of syrup into six 150ml moulds so each surface is covered. To make custard, place eggs in large bowl, add castor sugar and whisk, but not too much or you’ll get too many bubbles. Add hot milk, whisking continuously until combined. Strain liquid through a sieve and pour into moulds. Place moulds in a baking tray (bain marie) filled to two-thirds with boiling water and bake for 40 minutes or until custard sets. Remove from oven, refrigerate overnight. Quickly dip moulds in hot water and unmould.