Sift the flour, rice flour, sugar, baking powder, and star anise into a large bowl. Add the salt, orange zest, and vanilla seeds, mix to combine, then add the butter and rub in with your fingertips until the mix is the consistency of breadcrumbs. Gradually mix in the egg, using your hands or a wooden spoon, until the dough comes together, then shape into a rectangle, wrap it tightly in clingfilm and refrigerate for an hour to firm up. You can make the dough up to this point a day ahead and leave it in the fridge overnight but if you do, let it sit at room temperature for half an hour before rolling. (You may also need to bash it a bit with a rolling pin so it’s nice and malleable: if it’s too cold, it will crack when you roll it.)
Heat the oven to 160C/gas mark 2½. Cut the dough in half and, on a lightly floured work surface, roll out one-half to just under 0.5cm thick. Using a cutter, cut stars out of the dough and transfer to baking trays lined with baking paper, making sure the biscuits are spaced 1cm apart: press together all the scraps, roll and cut again, and repeat until you’ve used it all up. Repeat with the remaining dough.
Bake for 15-16 minutes, in batches, if need be, rotating the tray halfway through so they cook and color evenly: they should be golden brown on the edges, lightly golden in the center, and have a golden brown underside. Transfer to a rack and leave to cool completely.
For the syrup, put the saffron in a small saucepan with the water and caster sugar, and bring to a boil. Stir for 30-60 seconds, until the mixture goes syrupy, then take off the heat.
Whisk all the icing ingredients in a bowl until smooth and the consistency of thick but spreadable honey (if it’s too thick, add a little water), then leave for half an hour to firm up. Use a teaspoon to spread the icing on the stars, return the biscuits to the rack, dab each star with a drop of syrup, and swirl gently through the icing. Sprinkle each star with half a teaspoon of pistachios, either all over or just at the tips, then leave the icing to harden. Store in a sealed container.