Trim the tops of the stems from the figs and cut them into quarters lengthwise. Place the figs in a heavy-bottomed non-reactive saucepan or Dutch oven.
Add the sugar, lemon juice, and lemon zest strips to the figs. Tie the cinnamon stick, star anise, and cloves in a piece of cheesecloth and add it to the pot.
Split the vanilla bean and scrape the seeds into the pot, then add the pod as well. Gently mix everything together using a silicone spatula or wooden spoon and allow the figs to macerate for 30 minutes.
Prepare 6 half-pint sterilized jars along with their rings and lids. Place 2 or 3 small bowls or plates in the freezer to test the jelling point of the preserves later.
Set the pot over medium to medium-high heat and bring the mixture to a boil. Cook at a lively simmer for 15 to 20 minutes, or until the mixture thickens and darkens slightly.
Take one of the small bowls or plates from the freezer and spoon a small amount of the jam onto it. Return the plate to the freezer for 2 minutes.
To check if the preserves are ready, gently nudge the mound with your finger and tilt the plate. The preserves should move slowly; if they are still runny, continue cooking for a few more minutes before testing again. If using a candy thermometer, it should read 220° F.
Once the preserves are ready, remove and discard the spice bundle. Stir in the Cognac and let it bubble for about a minute while stirring continuously.
Remove the pot from the heat and mix in the chopped chocolate until it is fully melted and incorporated into the preserves.
Ladle the hot preserves into the sterilized jars, leaving ¼ inch of headspace. Wipe the rims clean with a damp cloth if needed, and screw the lids onto the jars.
Process the jars in a boiling water bath for 10 minutes. Afterward, remove the jars and place them upright on a clean kitchen towel.
You should hear the jar lids 'ping' within a few minutes, indicating they have sealed properly. Allow the jars to cool to room temperature before storing them in a cool, dark place. They can be kept for up to a year. Any jars that do not seal properly should be stored in the refrigerator and used first.