In a large bowl beat egg yolks with sugar, salt and vanilla until creamy. Fold egg whites into yolks using a wire whisk. Sift flour and anise into the bowl and gently stir together with the whisk. Mix will look lumpy.
Put dough into decorating bag with round large tip and press 2cm rounds onto sheet. Let biscuits sit out overnight at room temperature to dry.
The next day cover biscuits with a sheet of baking paper and bake at 180 degrees C for 20 to 25 minutes. Biscuits are done when bottom is light brown but tops are still almost white. Cool.
Store in container for 2 to 3 weeks in a cool place to mellow and to turn soft. You can add a slice of bread or a piece of apple to help soften the biscuits.