1. Heat oven to 375°. Have baking sheets ready.
2. Tomake cookies, mix flour, baking powder, and salt. Melt shortening in milk. Cool. Beat eggs and egg yolk in a large bowl with electric mixer until light. Beat in milk mixture, sugar, anise extract, lemon extract, and anise seeds. On low speed, gradually beat in flour mixture (dough will be sticky). Drop by rounded teaspoonfuls about 1 inch apart onto baking sheets. Bake 8 to 10 minutes until set and golden brown. If desired, brush off excess crumbs and dip tops of warm cookies into icing. Cool on wire racks.
3. To make icing, beat egg whites in a medium bowl with electric mixer until stiff peaks form when beaters are lifted. Add anise extract and lemon extract. On low speed, gradually beat in powdered sugar until smooth, adding a few drops of milk or water if too thick. Tint with 1 or 2 drops food color if desired at holiday time.
High Altitude Adjustments: At 6,000 feet, use 2 1/4 cups plus 2 tablespoons all-purpose flour.
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