Step 1Place the rum and shallot in a skillet and warm over medium heat for about 2 minutes. Remove from the heat. Carefully (with a safety lighter) ignite the rum to burn off the alcohol. It will take about 6 to 8 minutes for the flames to die down. The rum will be reduced to about 1 cup.
Step 2Add the grapefruit juice, lemon juice, lemon zest, thyme, molasses, cinnamon stick, star anise and peppercorns, and heat over medium heat to reduce slightly. Reduce the heat to low and simmer for 10 minutes. Strain; discard the solids. Keep warm until ready to use.
Step 1Combine the oil, salt, pepper and zest. Thoroughly rub the mixture on the chicken breasts just before grilling.
Step 2Grill over a medium flame. When the chicken is just cooked through, baste generously with the rum sauce. Drizzle the plates with the remainder of the sauce and serve.