Mix the rice with the coconut milk, milk, lime rind and sugar.
Pour the rice mixture into a lightly-greased 1.4 litre shollow ovenproff dish and dot the surface with a little butter. Bake in 300 degree oven for about 30 minutes.
Remove and discard the strip of lime. Stir the pudding well, add the pinch of ground star anise, if using, return to the oven and cook for a further 1-2 hours or until almost all the milk has been absorbed and a golden brown skin has baked on the top of the pudding. Cover the top of the pudding with foil if it starts to brown too much to wards the end of the cooking time.
Serve the pudding warm or chilled with fresh or stewed fruit.