Prepare the dough. In a small bowl, whisk together 1 tablespoon of the granulated sugar, the active dry yeast, and the warm milk. Cover with plastic wrap and let the yeast bloom for 10 minutes, until very foamy.
In the bowl of a stand mixer (or a large separate bowl), whisk together the bread flour, all-purpose flour, the remaining granulated sugar, salt, and anise seed.
Add the melted butter, eggs, orange zest, and yeast mixture. Attach the dough hook and mix on medium-low speed for 6-8 minutes (or knead by hand), until the dough is smooth, elastic, and pulls away from the bowl.
Transfer the dough to a large greased bowl and cover with plastic wrap. Allow the dough to rise in a warm place until doubled in size, about 2 hours.
Shape the loaves. Line a large baking sheet with parchment paper and set aside.
Divide the dough into 6 equal pieces. Cut about a quarter off each piece and set those small pieces aside to create the bone shapes that will drape across each loaf.
Roll each big piece into a smooth ball. Place them on the baking sheet, spaced a few inches apart.
Pinch a cherry-tomato-sized piece off each small piece of dough and roll it into a ball. You’ll have 6 balls, one for each loaf.
Roll what’s left of each small piece into a rope about 12 inches long, then cut it in half so you have 2 bones for each loaf. Pinch each rope in three evenly spaced spots so it gets little knobs like a bone.
Lay 2 bones over each loaf in an X, pressing the ends down at the base. Press a ball into the center, right where the bones cross.
Cover loosely with a kitchen towel and let rise for 1 ½ hours.
Bake. Preheat the oven to 350°F. Uncover the loaves and bake for 35 minutes until golden brown. If the bones start to darken too quickly, loosely tent them with a small piece of aluminum foil around the 25-minute mark. Remove the bread from the oven and let cool for 30 minutes.
Make the topping. Whisk together the melted butter and orange zest in a small bowl. Brush it all over the loaves, then sprinkle or roll them in sugar.
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Notes
Storage. Keep covered at room temperature for up to 3 days, or move to the fridge for up to 5 days total. Toast slices if it starts to dry out.
Adjusting the number of loaves. This recipe yields 6 small-medium loaves, but you can divide it to make 2 large loaves or 12 small individual loaves. You may need to adjust the cooking time accordingly.