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Preheat oven to 350°F. Line two cookie sheets with parchment paper; set aside. In a large bowl, stir together flour, sugar, cornmeal, baking powder, salt and anise seeds. Make a well in the center of flour mixture. In a small bowl, beat eggs and egg yolk with a fork until combined. Add eggs, melted butter and lemon peel all at once to flour mixture; stir until combined. Stir in almonds and pine nuts. Dough will be sticky.
Turn dough out onto a lightly floured surface. Divide dough into four portions. Shape each portion into a 14-inch roll. Place two of the rolls about 3 inches apart on each prepared cookie sheet.
Bake on separate racks about 30 minutes or until light brown, rotating cookie sheets once halfway through baking. Cool completely on cookie sheets. Reduce oven temperature to 300°F.
Transfer rolls to a cutting board. Using a serrated knife, cut rolls diagonally into about 1/2-inch slices. Place slices on cookie sheets. Bake for 10 to 15 minutes or until dry and crisp. Transfer to wire racks; cool.