Bring milk to a boil in a saucepan over medium-high heat; remove from heat, add butter, stir and allow mixture to cool to room temperature. In a stand mixer using a dough hook (see Tip for hand kneading), combine flour, yeast, 1/4 cup sugar, orange zest, anise seeds and salt. Mix well. Pour in the milk mixture with machine running on low, add two eggs, and knead until a smooth, soft dough forms. Transfer to a large oiled bowl, turn dough to coat and cover with plastic wrap. Allow to rise for an hour in a warm spot.