For the madeleines, preheat the oven to 170C/325F/Gas 5 and butter the madeline tins.
Heat the butter until just melted.
Split the vanilla pods and scrape out the seeds, reserving the pod.
Place the sugar and flour into a bowl then add the vanilla seeds, honey and eggs then whisk in the melted butter until you have a nice smooth batter.
Spoon the batter into the tins, only half filling each indent.
Bake for 12-15 minutes or until golden-brown. (Depending on the size of the madeleines, small ones may take only 8-10 minutes.)
Mix the ground cinnamon and sugar for dusting on a plate, then roll the madeleines quickly in the sugar to coat them thoroughly.
For the winter caramel sauce, heat the sugar in a pan until it turns a light golden-brown. Pour in half the cream and bring to the boil, stirring well.
Add the star anise, cinnamon, reserved vanilla pod and butter and the rest of the cream. Cook for 2-3 minutes until thickened and smooth.
Strain through a fine sieve into a serving bowl.
Serve the madeleines with the sauce. They can be kept in an airtight container for up to a week.