Pre-heat the oven to 350 degrees. Place a large ovenproof sauté pan over medium heat and add the butter. When it begins to bubble, arrange the pineapple pieces in the pan and sprinkle with brown sugar. Reduce heat to low, and lightly brown the pineapple on both sides. Remove from heat and add the cinnamon stick, star anise, vanilla and half the rum. Place the pan into the oven and roast for 15 minutes, turning the pineapple half-way through. When the pineapple is soft and caramelized remove from the oven and stir in the remaining rum and return to the oven for 2 minutes. Allow to cool slightly, reserving the caramelized juices.
To serve: Place a pineapple slice on one side of the plate and scoop of pistachio ice cream on other side. Drizzle reserved juices and lemon juice around the ice cream and pineapple and serve immediately.