Preheat the oven to 170°C and butter the madeleine tins.
Melt the butter in a pan until just liquid.
Scrape seeds from the vanilla pod and reserve the empty pod.
Whisk sugar, flour, vanilla seeds, honey, and eggs with melted butter into a smooth batter.
Spoon batter into tins until indents are half full.
Bake for 12 to 15 minutes until golden-brown.
Roll warm madeleines in a mixture of ground cinnamon and sugar to coat.
Heat caster sugar in a pan until light golden-brown and stir in half the cream.
Add star anise, cinnamon stick, reserved vanilla pod, butter, and remaining cream.
Cook sauce for 3 minutes until thick and strain through a fine sieve.
Serve the cinnamon madeleines immediately with the warm sauce.