Heat 700 ml water to a boil (100°C / 212°F). Pour the hot water over 4 black tea bags with orange flavor and let steep for 5 minutes. Remove the tea bags and stir in 50 ml rum.
Cut the untreated orange into slices.
Divide the orange slices between 4 glasses, adding 1 teaspoon rock candy, half a cinnamon stick, and 1 star anise to each glass.
Pour the hot grog mixture evenly over the orange slices and spices in each glass.