Prepare a boiling water bath canner and 8 half pint jars.
In a large, non-reactive pan, combine the prepared plums, sugar, raisins, cinnamon stick, and star anise. Stir to combine and let the fruit sit until the sugar begins to dissolve and you develop a bit of syrup in the bottom of the pan. This will take at least 15 minutes, but you can also let the fruit macerate overnight, if that works better for your schedule.
When you're ready to cook, set the pan on the stove over high heat. Bring the plums to a boil and reduce the heat to medium high.
Cook the fruit at a low boil, stirring regularly, until the liquid has thickened, the raisins have plumped up, and the total volume in the pan has reduced by at least a quarter. Conserves don't need to be as thick as jams, so don't fret too much over the finished texture. Just take it to a place that pleases you.
When you've determined that the cooking time is up, remove the pan from the heat and remove the cinnamon stick and star anise pieces. Once they're out, stir in the toasted nuts.
Funnel the finished conserve into the prepared jars, leaving 1/2 inch headspace.
Wipe the rims, apply the lids and rings, and process in a boiling water bath canner for 15 minutes.
When the time is up, remove the jars and set them on a folded kitchen towel to cool. When the jars have cooled enough that you can comfortably handle them, check the seals. Sealed jars can be stored at room temperature for up to a year. Any unsealed jars should be refrigerated and used promptly.