Combine flour, sugar, anise seeds and baking powder on a large cutting board or flat counter.
Mound flour mix and make a well in the center. Slowly pour in some of the wine and oil and start mixing as you go.
Continue adding the wine and oil until you've used all the oil and the dough resembles a stiff bread dough.
Preheat oven to 350 degrees F.
Start shaping the cookies by breaking off a small piece and rolling between your palms into a 1 1/2 inch rope. Join the ends of the dough to form a ring. You want the cookies to be about 1 1/2 to 2 inches across.
Roll the top fo the ring in the sugar and place on a baking sheet.
Bake until golden brown, about 25 minutes.
Cool well before storing in a tightly closed container.