In the bowl of a stand mixer fitted with a whisk attachment or with a handheld electric mixer and a medium bowl, beat the lard, sugar, aniseed, orange zest, and salt together on medium-high speed for about 3 minutes until light and fluffy.

Add the egg and vanilla extract and continue beating until blended, scraping down the sides to ensure even mixing.

Whisk the flour and baking powder together in a bowl, then turn the mixer speed to low and gradually beat into the lard mixture until just combined. (The dough will be crumbly.)

Knead the dough until it just comes together, then press into a ball, wrap with plastic wrap, and refrigerate for 30 minutes. Preheat your oven to 350°F(180°C).

On a floured surface, roll out half of the dough to a thickness of ¼-inch (6-mm). Cut as many cookies as you can with a 2½-inch (6½-cm) cutter of your choice.

Gather and reroll scraps until the dough becomes too soft to handle. Refrigerate the warmed dough until it is cool enough to keep rolling, then continue to roll and cut the remaining dough.

Place the cookies 1½ inches (3½ cm) apart on the prepared baking sheets and bake at 350°F(180°C) for 10-12 minutes, rotating the baking sheets halfway through, until pale golden. Let the cookies cool on the baking sheets for 10 minutes.

While the cookies are baking, make the topping by combining the sugar and cinnamon together in a small, shallow bowl.

While the cookies are still warm, carefully dip them on both sides in the cinnamon sugar mixture and transfer them to a wire rack to cool completely while you finish baking off the remaining cookies.

Store in an airtight container at room temperature for up to 3 days.