Bring 1/4 cup of water to a boil and pour over anise seeds in a heatproof bowl. Set aside until cool, about 15 minutes.
In the bowl of a heavy-duty mixer, combine 1/2 cup of warm water (110-115 degrees) and yeast. Let stand until yeast dissolves and bubbles, stirring occasionally, about 8 to 10 minutes.
Strain the cooled anise water into the yeast and discard the seeds. Stir in the melted butter, sugar, yolks, eggs, orange blossom water, orange zest, and salt to combine. Using a mixer fitted with the dough hook attachment on low speed, add four cups of flour, one cup at a time. Continue to beat on medium, until the dough just begins to pull away from sides of bowl.
Pour dough onto a lightly floured surface and knead in remaining cup of flour, as needed, until dough is smooth and elastic, about 10 minutes. Form dough into a ball place into a large, greased mixing bowl, immediately turning over so that all sides are greased. Cover with a piece of lightly greased plastic wrap and set aside in a warm, draft free place until doubled in bulk, about 1 1/2 hours. At this point it can be refrigerated over night and brought to room temperature before proceeding.*
Pour dough onto a lightly floured surface and punch down. Divide into equal parts or keep whole to make one large round. Pinch off 1/4 of each piece for decorations. Line a baking sheet with a non-stick liner or greased parchment paper and set aside.
Form the large part of each piece into a ball. With the flat of your hand, push each ball down the dough to form a circle about 1 inch thick and place on baking sheet. With the remaining dough, form one small ball, about 1 1/2 to 2 inches, for each round and one long rope of dough to shape the "bones". In the center of each round, make a small indentation, form the bottom side of each ball into a point and attach to the round. Using the long rope of dough, cut off pieces as needed to form into long bones and attach to the ball in the center so that they radiate outwards. Repeat with each round.
Lightly cover and set aside in a warm, draft free place until doubled in bulk, about 45 to 60 minutes.
Preheat the oven to 375 degrees.
Gently brush egg glaze over dough and bake until golden brown, 25 to 30 minutes for small pieces and up to 45 minutes for larger loaves. Remove from oven and place on cooling rack. Immediately brush with melted butter and sprinkle with sugar. Set aside to cool.