1. Finely grate zest and mix with sugar. Set aside.
2. In a small pot, very gently warm the milk to lukewarm and add the orange blossom water and yeast. Stir to combine.
3. Add 100 grams (3.5 oz) flour. Mix then leave for 20 minutes or until it begins to bubble.
4. Transfer to a large bowl and add the remaining flour, salt and anise. Combine then knead for five minutes.
5. Add the eggs one by one, then the butter, piece by piece, kneading to combine.
6. Turn dough out and form into a ball. Wrap it in clingfilm or a silicon mat, or place it in a large, greased bowl and cover. Leave in a warm place to rise for 1-1.5 hrs or until doubled in size.
7. Knock back the dough and knead by hand for 30 seconds.
8. Separate one-quarter of the dough and form the remaining three-quarters into a round loaf and place on a lined oven tray. Roll the smaller portion into four small balls, four medium balls and one larger ball. Arrange over the round loaf with the largest ball in the middle, the medium balls next to it at the four points of the compass and the smaller balls next to them to form a cross shape. Cover with a tea towel and leave for 1 hour in a warm place to prove (see Tips).
9. Preheat oven to 180°C (375°F). (If glazing, see variation below and glaze before baking.) Bake loaf for 30 minutes until dark golden and it sounds hollow when the base is tapped. Sprinkle generously with caster sugar as soon as bread is removed from the oven.