In a medium bowl, sift together the flour, baking powder and salt. Then add the aniseed and orange zest and stir to combine.
In a separate large bowl, beat the shortening (or lard) and sugar until the mixture becomes light and fluffy. This takes about 2–3 minutes with an electric mixer. Beat in the egg and vanilla, mixing until everything is combined.
Gradually add the dry ingredient mixture to the wet ingredients, mixing until the dough comes together. The dough will be crumbly but soft. Transfer the dough to a lightly floured surface. Work the dough into a ball and wrap in plastic wrap or a ziploc bag. Chill the dough in the refrigerator for at least 1 hour.
When the dough is chilled, preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper or a silicone baking mat for easy removal of the cookies. On a lightly floured surface, roll the dough out to about 1/4-inch thick. If the dough sticks, flour the rolling pin by rubbing flour on it with your hand.
Using a cookie cutter (traditionally a fluted circle or star shape), cut out the cookies and place them on the prepared baking sheet, leaving a small space between each one. Roll the left over dough scraps out again and cut into cookies until no more dough is left.
Bake the bizcochitos in the preheated oven for 12–15 minutes, or until they are lightly golden around the edges.
Mix together the remaining sugar and cinnamon in a small bowl. When the bizcochitos are cooked and slightly cooled (but are still warm), dip them in the cinnamon-sugar mixture to coat them.
Let the cookies cool completely on a wire rack and enjoy!