Melt soy wax in a double boiler or in the microwave, stirring often. While the wax is melting, line your baking sheet with parchment paper.
Add orange oil to the melted wax and stir. Pour the wax into the baking sheet and let cool for about 15 minutes. Once the wax has set up (but not hardened completely), press your cinnamon sticks and star anise into it.
While the wax is still somewhat soft, run a cookie cutter or knife under hot water to heat it up. Wipe off the water and use it to cut your wax into individual sachets. Do the same using a metal nail to create the hole at the top of your sachets.
Once your sachets have cooled completely, pop them out of the pan. Pass jute string or a pretty ribbon through the hole. Then hang them around the house or wrap them up to give as gifts.
Once the wax starts lose it's fragrance, melt it down, strain out the cinnamon and anise and add more essential oils. Then re-make your wax sachets anew.