The secret of these popular Italian cookies is to bake them twice.
Preheat the oven to 180 °C. Line a baking sheet with parchment paper, lightly grease it. Mix flour, baking powder and orange zest, set aside. Cream butter and sugar in a food processor. With the machine running, add one egg at a time.
Add flour mixture and mix well. Fold in the anise and nuts. Place the dough on a floured board, divide into 18 pieces and shape them into squares a good 6 inches long. Place on parchment paper and bake for 15 minutes, then cool for 15 minutes. Reduce the oven heat to 150 °C. Cut the bars crosswise. Put them back on the baking sheet and bake for another 15 minutes, turning once to the other side. Cool and keep in an airtight container.