Add all the filling ingredients to a sauce pot and bring up to a simmer. Simmer for 5 minutes and let cool. Refrigerate for 20 minutes.
Preheat oven to 375 degrees F.
Lightly flour a cutting board and roll out each dough to approximately 8-inches in diameter. Sprinkle on sugar and anise seed and gently roll into dough to incorporate. Turn over (sugar side down) and fill with 1/2 cup filling, brush sides with egg wash and fold over and seal using pie crust fold. Pierce the top with a fork and bake in preheated oven until medium brown. Let cool and serve.