Spray large saucepan with cooking spray; heat over medium heat until hot. Saute onion, bell pepper, and garlic 3 to 4 minutes; add caraway and anise seeds and cook 1 minute longer.
Add cabbage and vegetable broth to saucepan; heat to boiling. Reduce heat and simmer, covered, until cabbage is wilted, about 5 minutes. Simmer, uncovered, until cabbage is tender, 10 to 15 minutes. Stir in bacon; season to taste with salt and pepper.