Combine caster sugar, orange juice, and star anise in a saucepan and bring to a simmer, stirring to dissolve the sugar.
Add the rhubarb and reduce heat to just below a simmer. Cook until the rhubarb is just tender, about 10 minutes.
Add the strawberries, cover with a lid, and set aside to cool.
Prepare the Sabayon
Bring a large saucepan of water to a simmer over high heat.
In a heatproof bowl that fits neatly over the saucepan, whisk together the egg yolks, caster sugar, white wine, and orange juice.
Place the bowl over the simmering water and continue to whisk until thick and foamy. The sabayon is ready when you can drizzle a figure 8 in the mixture.
SERVE
Using a slotted spoon, divide the rhubarb and strawberries among serving dishes.
Spoon the sabayon over the fruit.
Optional - caramelise the sabayon using a blowtorch and serve immediately.