Lightly grease a sheet pan and set aside.
In a saucepan over medium- low heat, add butter, milk, and water until butter has melted. Set aside.
In a large mixing bowl, combine 1/2 cup flour, yeast, salt, anise seed, and sugar. Slowly beat in the warm milk, orange extract, and orange zest until well mixed. Add eggs, one at a time, mixing through. Slowly add flour, 1 cup at a time. Continue adding flour until the dough is tender and not sticky, about 4 ½ -5 ½ cups.
Knead the dough on a lightly floured surface until smooth and elastic. Adjust the dough by adding a little water if it is too dry or a little flour if it is too wet. Cut the dough into four even pieces and roll into balls. Place three balls onto the prepared baking sheet. Loosely cover with a damp cloth or plastic wrap. Allow to rise until doubled in size. Reserve the fourth ball to roll into "bones" to place over the loaves. Wrap in plastic wrap and store in the refrigerator until ready to use.
Preheat oven to 350F. Once the three loaves have doubled in size, take the reserved ball of dough and roll into six ropes and three balls. When rolling the ropes, allow the ends to form knobs, like the end of "bones". Lightly brush a little water onto the loaves. Lay two ropes onto each loaf in an "x" pattern. Place a ball in the center of the "x". Allow dough to rise for an additional 10 to 15 minutes.
Bake bread until it sounds "hallow" when thumped, for about 25-30 minutes. Meanwhile, in a small saucepan over medium heat, combine sugar, orange zest, and orange juice, stir until the sugar dissolves. Remove from heat. Brush the orange glaze over the baked loaves of bread. Allow to cool.
