Combine orange segments, sugar, water, orange liqueur, vanilla, and cinnamon sticks in a medium saucepan; bring to a boil over high. Reduce heat to medium, and simmer, stirring occasionally, until orange segments collapse and liquid is syrupy, 12 to 15 minutes.
Remove pan from heat; stir in zest, and cool to room temperature, about 15 minutes. Discard cinnamon sticks.
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