In a medium bowl, sift together flour, baking powder, and salt.
Add in the crushed anise and orange zest.
In a separate large bowl, combine the lard and sugar.
Using an electric mixer (or KitchenAid), beat the lard and sugar until fluffy. About 3 minutes.
Add the egg and vanilla. Mix to combine.
Slowly add in the flour mixture. Once the mixture is combined, immediately turn off the mixer.
This is not a normal cookie dough. The dough will be crumbly (kinda like a pie crust dough).
Using your hands, work the dough into a ball, adding the crumbly pieces into the dough.
Then, wrap in plastic and refrigerate dough for 30 minutes.
Preheat oven to 350 degrees Fahrenheit. Line baking sheet with parchment paper.
Cut the chilled dough into 3 equal-sized balls.
Take one dough ball at a time, knead it until it is soft and smooth.
Repeat with the remaining dough balls.
If it feels crumbly, knead it a little more until it comes together. If it is still not coming together, add a splash of water.
On a lightly floured surface, roll out dough to ¼ inch thickness.
Cut out cookies, using a 2 ½ inch circle cutter (or whatever shape cutter you like).
Place cookies on the lined baking sheet and bake until golden. 10-12 minutes.
Remove the cookies from the oven.
In a small bowl, combine the sugar and cinnamon for topping.
While they are still on the baking sheet, sprinkle with some cinnamon and sugar on top.
Let cookies cool for 10 minutes on the baking sheet. Do not try to remove, or they will crumble.
After 10 minutes of cooling, carefully dunk each cookie into the sugar-cinnamon mixture.
Place back on cookie rack until completely cooled.
Serve and enjoy!