Preheat the oven to 375°F. Cut a circle of parchment paper slightly larger than a heavy-based, stovetop-to-oven casserole. Snip a small hole in the middle of the paper to serve as a steam vent.

Heat the casserole with the oil and saute the onion until it begins to soften, 4-6 minutes. Stir in the rice, cinnamon, star anise, lemon and orange zests, and some salt and pepper. Stir well and toast the rice for a couple of minutes. Pour in the hot water and bring to a boil. Take the pot off the heat and quickly cover with the parchment paper before transferring to the oven.

Bake until the rice is tender and has absorbed most of the water, 20-25 minutes. Remove the casserole from the oven and let stand for about 5 minutes. Discard the parchment paper and fork the rice to separate the grains. Taste and adjust the seasoning, then stir through the chopped nuts and herbs.