In a large bowl cream together the butter and sugar until smooth. Beat in the egg and anise essence until well blended.
Sift together the flour, baking powder and salt; stir into the butter mixture until well incorporated. If you are using a stand mixer let the dough mix for another minute to add lightness to the dough. The dough will be soft but will hand roll easily.
Pinch off pieces of dough slightly smaller than a walnut and roll them into small logs. Dip in milk then roll in sesame seeds. Place biscuits 2cm apart on a baking tray. Biscuits will not spread very much.
Bake for 17 to 20 minutes in the preheated oven or until bottom and sides of biscuits are lightly toasted. Remove from baking trays to cool on wire racks. Store in an airtight container at room temperature.