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Soak the saffron in warm water and leave for an hour. Dissolve the caster sugar in the water and ginger wine in a medium pan. Turn up the heat and boil for 3-4 minutes before adding the star anise and orange peel. Turn the heat to low and add the pears, peeled with stalks left on. Press scrunched greaseproof paper lightly over the pears. Cover and simmer for 30 minutes, occasionally turning.
Remove with a slotted spoon and transfer to a bowl. Strain the syrup into a jug and stir in the soaked saffron and liquid. Pour over the pears. Cover and chill for 24 hours, turning once.
Place each pear on a separate plate, drizzle over a little syrup. Serve with dollops of mascarpone.