Preheat oven to 325 degrees F (165 degrees C).
Pour water, star anise, and cloves into the bottom of a roasting pan. Place a roasting rack into the pan over the water, anise, and cloves; place ham on rack. Cut 1/4-inch deep slashes 1/2-inch apart lengthwise and crosswise across the top of the entire ham.
Bake ham in the preheated oven for 20 minutes. Whisk brown sugar, honey, mustard, vinegar, black pepper, Worcestershire sauce, and cayenne pepper together in a bowl until glaze has a thick, smooth consistency.
Brush glaze all over ham. Continue baking ham, brushing glaze on every 20 minutes, until glaze is deep golden and ham is heated through, about 2 hours 10 minutes. An instant-read thermometer inserted into the center should read 130 degrees F (54 degrees C).
Use a kitchen torch to heat the glaze on the ham until it is crispy and caramelized, 2 to 5 minutes.
If roasting a regular ham, bake until aninstant-read thermometer inserted into the center reads 140 degrees F (60 degrees C).
You can use any vinegar in place of rice vinegar, if desired.
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