Cut the pumpkins in half and scrape out the seeds and stringy mess. Use a vegetable peeler to peel them, then cut each half into 4 pieces and cut them crosswise into1/16-inch-thick slices. Layer in a wide, 6 to 8 quart preserving pan with the sugar, cinnamon and star anise.
Cut the lemons in half and squeeze the juice through a sieve over the pumpkin mixture; reserve the lemon hulls. Toss to combine, then cover and refrigerate for 8 hours, or overnight.
Use a sharp knife or spoon to scrape the membranes and flesh out of the lemon hulls, then cut the rinds into thin slices. Put in a small saucepan and cover with cold water. Bring to a boil, cook for five minutes, then drain. Repeat the boiling and the draining 2 more times, then stir the lemon rinds into the pumpkin mixture.
Bring to a boil over high heat, then lower the heat and simmer briskly until the pumpkin slices are evenly translucent, about 1 hour and 15 minutes.
PREPARE FOR WATER-BATH CANNING: Wash the jars and keep them hot in the canning pot, and put the flat lids in a heatproof bowl.
Ladle boiling water from the canning pot into the bowl with the lids. Using a jar lifter, remove the hot jars from the canning pot, carefully pouring the water from each one back into the pot, and place them upright on a folded towel. Drain the water off the jar lids.
Ladle the hot pumpkin and syrup into the jars, leaving 1/4-inch headspace at the top.Use a damp paper towel to wipe the rims of the jars, then put a flat lid and ring on each jar, adjusting the ring so it's just finger-tight. Return the jars to the water in the canning pot, making sure the water covers the jars by at least one inch.Bring to a boil, and boil for 10 minutes to process. Remove jars to a folded towel and do not disturb for 12 hours. After 1 hour, check that the lids have sealed by pressing down on the center of each; if it can be pressed down, it hasn't sealed, and the jar should be refrigerated immediately. Label the sealed jars and store.