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1
Preheat oven to 350 degrees F. Line 4 baking sheets with parchment paper.
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2
Place almonds, hazelnuts, anise seeds and orange zest in the bowl of a food processor. Process until nuts are ground.
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3
Add confectioner's sugar and pulse a few more times to blend, and the nuts are finely ground. Turn out to a large bowl.
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4
In a medium bowl, whisk egg whites for a minute or two, until fluffy. Pour over nut mixture, and blend well, mashing the mixture with a wooden spoon or rubber spatula to evenly incorporate the egg whites. Then, knead with your fingers - I use a plastic bowl scraper - less messy - and turn and fold the dough a few times. Form into a ball shape.
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5
Divide dough into 24 balls. I use a small ice cream/cookie scoop, about 1 1/4 inch in diameter, which makes them pretty uniform in size. Place on cookie sheets, 2 inches apart. Press whole almonds/hazelnuts onto cookies. Bake 8 to 10 minutes, or until just lightly browned on top. Let cool completely on pans before removing.
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6
FOR BONE COOKIES: Alternatively, after forming the 24 balls, roll each one out into 5-inch long logs, slightly flattening the logs and scoring each end with a knife. Gently push the nubby ends to round them just slightly. You'll end up with a cookie that looks like a femur. A little powdered sugar sprinkled on your fingertips helps with the rolling.
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7
Cooking tip: if your eggs are cold, place them in some hot tap water for a few minutes, to bring them to room temperature faster.