Heat the oven to 180C / 350F. Line a 33 x 46 cm / 13 x 18-inch sheet pan with parchment paper.

In a large mixing bowl, whisk the flour, sugar, baking powder, salt and anise seeds together until combined.

Make a well in the center and pour in the olive oil, wine and lemon zest. Stir with a wooden spoon until a shaggy dough forms.

Turn the dough onto a lightly floured surface and knead for 2 to 3 minutes until it forms a smooth ball. If it feels sticky and tacky, don't add more flour right away, let it rest 5 minutes on the counter, it firms up as the flour hydrates.

Pinch off pieces of dough about 20 g each and roll into 15 cm ropes. Fold each rope in half and twist twice to form a small twisted cookie.

Roll each shaped cookie in the coarse sugar, pressing lightly so it sticks, then place on the sheet pan about 3 cm apart.

Bake for 16 to 18 minutes, rotating the pan once, until the edges look pale gold and the tops are set but still pale, not deep brown. This is the doneness cue, they firm up more as they cool.

Cool on the pan for 5 minutes, then move to a wire rack to cool completely, about 20 minutes, before serving or storing.