Mix flour, yeast, annise seed, and water in bowl. Create a well in the center, add eggs and gradually mix together.
In a separate bowl, heat milk, sugar and butter until melted.
Combine this with the flour mixture from previous step.
Add additional flour until the dough is no longer sticky (about a cup), until consistency is similar to pizza dough.
Shape dough into a ball, cover with a hand towel and let rise for 1 hour at room temperature.
Cut dough into 6 equal balls and roll into cylinders by hand, about the length of your cookie sheet (roughly 1 1/2" in diameter).
Using three of your cylinders loosely braid together. Repeat with the remaining three cylinders.
Stack the two braids on top of each other on a cookie sheet lined with parchment paper.
Brush top with egg yolk. Sprinkle with granulated sugar to taste.
Bake at 400˚ for 15 minutes. Drop temperature to 350˚ and bake for an additional 5 to 10 minutes until golden brown.