Pour the cider into a 4- or 5-quart slow cooker and add the orange rounds.
Tie the cinnamon sticks, cloves, allspice and star anise in a double layer of cheesecloth and add the bundle to the cider.
Stir in the maple syrup, cover and cook on low until fragrant and steaming but not boiling, 1 1/2 to 2 hours.
Remove the spice bundle and orange rounds before they make the cider bitter.
Stir in the vanilla and switch the cooker to warm for up to 3 hours.
Ladle into mugs, keeping the heat low enough that the cider never bubbles.