Using a knife, skin the grapefruit of its zest (only the coloured part, not the white pith). Julienne the zest and put it in a pot with the baking soda and water. Bring to a boil and boil hard for about 10 minutes. Drain and reserve the zest, discard the liquid. Set aside. Peel the pith off the grapefruit, segment it and slice the segments, catching any juice that escapes.
Put all the ingredients including the cooked zest in a pot (except the cornstarch and 1/4 cup of water). Bring to a boil over medium-high heat, then reduce to a simmer. Cook until the liquid has reduced by half. Remove and discard the star anise.
Dissolve cornstarch in 1/4 cup water and add to the pot. Turn up the heat and stir constantly until the jam thickens. Remove from heat and bottle safely, or store in the fridge once cooled.
Yield: approximately 1 quart