Preheat oven to 200°C (150C for a fan oven). Rub the butter into the flour until the mixture resembles breadcrumbs. Mix in the sugar, aniseed and lemon zest. Add the eggs and knead the mixture until it becomes soft but firm dough.
Divide the dough into four and shape into loaves. Mark the tops of the loaves in a criss cross pattern with a sharp knife.
Glaze the tops of the loaves with the beaten egg and place the loaves onto baking trays.
Bake for 45 minutes or until golden brown. Allow to cool completely before eating.
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