milk
(1/4-ounce) packages active dry yeast (4 1/2 teaspoons)
lukewarm water
bread flour, divided
all-purpose flour, plus more for dusting
granulated sugar
salt
ground anise, or 2 teaspoons anise seeds
eggs
anise extract or anise liqueur
vanilla extract
extra-virgin olive oil
finely grated fresh lemon or orange zest (from 3 lemons or 2 oranges)
Cooking spray
blue-dyed raw eggs
Place the milk in a small saucepan over low heat until warm to the touch but not hot (between 105°F and 115°F on an instant-read thermometer), about 6 minutes; set aside off the heat.
Place the yeast, water, and 1/2 cup of the bread flour in the bowl of a stand mixer fitted with a paddle attachment. Mix on low speed until fully combined, about 2 minutes. Let sit until bubbly and foamy, 10 to 12 minutes.