Step 1 Heat the oven to 400 degrees. Place the cinnamon, fennel seeds, cloves, peppercorns and star anise on a sheet pan and toast until aromatic, about 2 minutes. Remove from heat.
Step 2 In a small, heavy-bottomed saucepan, combine the spices with the clementine zest, red wine vinegar and sugar. Bring to a boil over low heat, then remove from heat. Strain the vinegar into a medium mixing bowl, discarding the spices.
Step 3Whisk in the shallot, thyme and salt. Slowly whisk in the vegetable and olive oils to emulsify and form the dressing. This makes about two-thirds cup dressing, more than is needed for the remainder of the recipe. The dressing will keep, covered and refrigerated, up to 4 days.