Mince 1 shallot, half of ginger, and 2 garlic cloves, then mix with five-spice powder, pepper, and salt. Rub paste all over tuna slices, layer them in a 4- by 8-in. baking dish, cover, and chill 4 to 5 hours.
Preheat oven to 275°. Quarter remaining shallot lengthwise and add to baking dish. Crush remaining 2 garlic cloves and add to dish, along with orange zest, star anise, remaining ginger, the cilantro, grapeseed oil, and just enough olive oil to cover fish by 1/4 in.
Bake tuna 25 minutes, uncovered. Let tuna cool to room temperature in oil.
Make ahead: Up to 10 days, chilled. Bring to room temperature before serving.
Note: Nutritional analysis is per 1/2 cup tuna without oil.