Preheat oven to 140C.
Heat the oil in a large ovenproof saucepan over medium heat. Cook the beef, in batches, stirring, for 6 mins or until browned. Transfer to a plate. Add the onion and star anise and cook, stirring, for 4 mins or until the onion softens. Add the garlic, Mexican seasoning, cinnamon and bay leaves and cook for 1 min or until fragrant. Return the beef to the pan and stir to combine. Add the tomato, liquid gravy and 1 cup (250ml) water. Bring to the boil. Taste and season.
Cover the pan and place in oven. Bake, stirring occasionally, for 2 hours or until the meat is tender and sauce thickens slightly. Add beans and stir to combine. Bake for a further 10 mins or until the beans are heated through.
Meanwhile, to make the saffron rice, place saffron and water in a heatproof bowl. Set aside for 5 mins to infuse. Heat a medium saucepan over medium heat. Add oil and onion. Cook, stirring, for 4 mins or until the onion softens. Add the rice and cook, stirring to coat, for 1 min. Add saffron mixture. Reduce heat to low. Cover and simmer for 12-14 mins or until the liquid is absorbed. Set aside, covered, for 5 mins. Use a fork to separate the grains.
Divide the rice and chilli among serving bowls. Serve with sour cream and parsley.