Combine flour and sugar in a bowl. Cut in margarine with a pastry blender-or work with your hands - until mixture resembles coarse meal.
Add anise oil (optional), a small amount only for it is very strong, to 1/2 cup of the milk and add to flour mixture. Gradually add more of the milk mixing until dough holds together.
Pull off small portions of dough and roll between palms of the hands into a roll about finger size. Roll in sesame seeds. Seeds stick better if put in sugared water and taken out and put on a clean lintless cloth. Roll on cloth with seeds, then flatten out too about 5mm thickness. Cut into 5cm strips, place on ungreased baking tray.
Bake at 180 degrees C for 20 to 25 minutes, or until golden brown. Remove, cool completely, then store in an airtight container.