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Step 1
In a medium bowl, sift together flour, baking powder, and salt. Whisk in the crushed anise and orange zest.
Step 2
In a separate large bowl, combine the sugar and lard. Then, using an electric mixer, beat the lard and sugar until light and fluffy - about 3 minutes. Add the egg and vanilla and beat to combine. Gradually beat in the flour mixture and stop as soon as mixture is combined. Dough will be crumbly and more like a pie crust dough and than a normal cookie dough (see picture in post above).
Step 3
Using your hands, work the dough into a ball, like you would a pie crust, incorporating all the loose pieces of flour mixture. Then, wrap in plastic and refrigerate dough for 30 minutes.
Step 4
Preheat oven to 350 degrees Fahrenheit. Line baking sheet with parchment paper or silpat. In a small bowl, combine the sugar and cinnamon for topping.
Step 5
Take the chilled dough and separate it into 3 balls, roughly the same size. Take one dough ball at a time and work it in your hands, kneading it until it is soft and smooth. If it feels crumbly when you try to roll it out, just knead it a little more until it comes together - the lard needs a little extra help. On a lightly floured surface, roll out dough to 1/4 inch thickness. Cut out cookies (I used a 2 1/2 inch circle cutter and a 2 1/2 inch star cutter).
Step 6
Place cookies on lined baking sheet and bake until just barely golden and set, about 10 to 12 minutes (be careful not to over cook!). Let cookies cool for 10 minutes on the pan (they will crumble if you take them off any sooner). While they are on the pan, sprinkled them with some cinnamon and sugar on top. When they've cooled for 10 minutes, you can then carefully dunk them into the sugar mixture. Place on cookie rack until completely cooled.