In a medium bowl, sift together the flour, baking powder, and salt. Stir in anise seeds and orange zest. Set aside.
In the bowl of a stand mixer fitted with the paddle attachment, cream together the shortening and sugar on medium speed until light and fluffy, about 2-3 minutes.
Add the egg, wine, and vanilla extract and mix on low until just combined.
Gradually add in the flour mixture 1 cup at a time, until all the flour mixture is used. The mixture will be slightly crumbly.
On a lightly floured surface, combine the dough by hand and form a ball. Wrap the dough in plastic wrap and chill in the fridge for 1 hour.
While the dough is chilling, prepare the cinnamon sugar topping by mixing the sugar and cinnamon in a small bowl. Set aside.
Once the dough is chilled, preheat the oven to 350℉. Roll out the dough until it's ¼-inch thick on a well-floured surface using a floured rolling pin. Using a 2 ½ inch fluted circle cookie cutter or star cookie cutter, stamp out the dough and transfer the cookies to a baking sheet lined with parchment paper.
Combine the scraps to create an additional dough ball, and continue rolling and stamping out the cookies until all the dough is used. While rolling and cutting leftover dough, flour your surface and rolling pin as needed. This will yield about 3 dozen biscochitos.
Bake for 12-16 minutes, until the edges are golden. Allow them to cool on the baking sheet for about 2 minutes before transferring to a cooling rack.
Once the cookies are cool to the touch, roll them in the cinnamon-sugar mixture.
Notes
Biscochitos are traditionally made with lard, but I found using shortening gives a similar result. You can also use softened butter, but it will have a slightly different taste and texture.
Biscochitos are traditionally a fluted or scalloped circle shape or a star, but you can use any cookie cutter shape.
Maintaining a well-floured surface and rolling pin helps prevent the dough from sticking and makes it easier to transfer the cut cookie shapes onto your baking sheet.
Depending on the size of your oven, you may have to bake in batches. While one batch bakes, keep the remaining biscochitos in the fridge until ready to bake.
This dough can be made the night before and refrigerated until ready to roll, shape, and bake.