In the bowl of a stand mixer fitted with the dough hook, combine the butter, sugar, anise seed, salt, and 1/2 cup of the flour. Mix until the ingredients begin to come together.
In a separate mixing bowl, whisk together the eggs, the warm water, and orange zest.
Add the egg mixture to the butter-sugar mixture in the stand mixer bowl, along with another 1/2 cup of the flour. Mix until combined.
Add the yeast and another 1/2 cup of flour, mixing to combine.
Add the remaining flour - 1 cup at a time, mixing between additions, until a dough forms.
Turn the dough out onto a lightly floured surface and knead it for 1 minute.
FIRST RISE: Lightly grease a large bowl with oil. Place the dough in the bowl, turning it to coat all sides in the oil. Cover the bowl with plastic wrap or a clean kitchen towel. Allow the dough to rise on the counter for 1 hour and 30 minutes (make sure is a warm area in your kitchen).
When the dough is ready, separate about ¼ of the dough to shape the “bones” that go on top of the loaf. Divide this 1 piece into 5 pieces.
Roll the remaining large piece of dough gently into a round. Transfer to a baking sheet lined with parchment paper.
Using your thumb, gently make a deep indentation into the top-center of the bread’s surface.
Roll 1 of the 5 dough pieces into a small ball and place it inside the indentation. To help the dough adhere together, you can brush a little bit of water on the surface of the dough.
Take the remaining 4 pieces of dough and roll each one into logs, making both ends thicker than the middle part. We are trying to make these pieces look like bones. It doesn’t have to be perfect but you get the idea!
Position the bone shapes on the top of the loaf and press gently so they adhere. You can also brush a bit of water to make the dough stick.
SECOND RISE: Cover the dough loosely with a kitchen towel and allow the dough to rise for an additional hour.
Towards the end of the rise time, preheat the oven to 350 degrees Fahrenheit. Bake the bread for about 35 to 40 minutes. The loaf should reach an internal temperature of 190 degrees Fahrenheit.
While the bread bakes, make the glaze. In a small saucepan over medium heat, combine the sugar and orange juice. Bring to a boil, stirring occasionally until the sugar dissolves. Remove from the heat.
Remove the bread from the oven and while the loaf is still warm, brush with the glaze. You can sprinkle with sparkling sugar if you wish.