For the dough: In a small saucepan, heat milk just to boiling. Remove from heat and add the butter and shortening. Stir until melted. Let cool. While the milk mixture is cooling, combine the yeast with 2 tablespoons of the sugar and the water. Set aside until foamy.
Stir together the flour, the remaining 1 cup sugar, the salt and anise seeds in a large bowl. Make a well in the center and pour in the yeast mixture, gradually mixing it with the flour. Add the milk mixture, orange juice and eggs. Mix the dough for about 10 minutes until smooth. It should be slightly sticky and all the flour should be worked in. Cover the bowl loosely with plastic wrap and let rise in a warm place until double in size, about 1 hour.
Pull the dough away from the sides into a ball. Flip the bowl over onto a floured board and knead until smooth and not sticky, 5 to 10 minutes. Divide the dough into 3 equal pieces. Wrap 3 coins separately in aluminum foil and bury one in each piece of dough. Shape into loaves. Lightly grease three 8- or 9-inch loaf pans and place the dough in the pans. Cover the pans loosely with plastic wrap and let rise in a warm place until the loaves double in size, about 30 minutes.
Preheat the oven to 350 degrees F. Beat egg yolk with milk and brush the top of loaves. Sprinkle with sesame seeds, if desired.
Bake for 25 to 30 minutes, until well browned and the loaves sound hollow when rapped. Turn out of the pans onto a wire rack to cool completely before cutting.
Recipe adapted from Treasured Greek Recipes, the Philoptochos Society, St. Sophia Greek Orthodox Church, Albany, NY