In a large bowl using an electric mixer, beat the first 2 ingredients on medium-high, occasionally scraping down the bowl, until light and fluffy, 3 to 4 minutes. Add the egg and next 4 ingredients; beat until smooth. Add the aniseed and half the flour; beat on medium-low until just blended. Repeat with the remaining flour.
Turn the dough onto a work surface dusted with confectioners' sugar. Knead until it just comes together, two or three turns. Shape into a disk, wrap in plastic and refrigerate until firm, about 1 hour.
Preheat the oven to 350 degrees . Let the dough soften slightly at room temperature, about 10 minutes. Place on a work surface dusted with confectioners' sugar. Dust dough with more sugar; roll to 1/4 inch thick. Using 2 1/2-inch cookie cutters, cut out shapes. Gather up the scraps; roll again, refrigerating if the dough is too soft. Arrange on 3 parchment-lined baking sheets, spacing 11/2 inches apart.
Sprinkle each cookie with about 1/2 tsp. raw sugar. Bake, rotating sheets halfway through, until golden around the edges, 10 to 13 minutes. Transfer on the parchment to racks and let cool.