Warm the whole milk with the anise seeds in a small saucepan over medium heat until steaming, 2β3 minutes; remove from heat, cover, and let steep 10 minutes, then cool to 105β110Β°F.
Sprinkle the active dry yeast over the warm anise-infused milk and stir in 1 tbsp of the granulated sugar (from the 0.5 cup). Let stand until foamy, 5β10 minutes.
In a large mixing bowl, combine the remaining granulated sugar (from the 0.5 cup) with the orange zest and rub together with your fingers to release the oils, 30 seconds.
Add the softened unsalted butter to the bowl and beat until creamy, 1β2 minutes. Beat in the egg one at a time until smooth. Mix in the orange blossom water and salt.
Pour in the foamy yeast mixture and stir to combine.
Add the 3.75 cups all-purpose flour in 3 additions, mixing until a soft, slightly tacky dough forms. Knead on medium speed or by hand until smooth and elastic, 8β10 minutes.
Place the dough in a lightly oiled bowl, cover, and let rise in a warm spot until doubled in size, 1β1.5 hours.
Turn the dough out onto the work surface and use the 0.25 cup all-purpose flour for dusting to prevent sticking. Pinch off about one-quarter of the dough and set aside for decoration. Shape the larger piece into a tight round and place on a parchment-lined baking sheet.
Divide the reserved dough into three pieces: two equal pieces for the βbonesβ and one small piece for the top knob. Roll the two larger pieces into long ropes, pressing your fingers along the length to form ridges like bones. Lay the ropes in an X over the dough round and place the small knob in the center on top.
Cover loosely and let rise until puffy and nearly doubled, 45β75 minutes; the dough should slowly spring back when gently pressed.
Bake at 350Β°F (175Β°C) until deep golden and the center registers 190β195Β°F, 30β35 minutes.
Immediately brush the hot loaf with the melted unsalted butter to coat the surface.
Sprinkle the 0.25 cup granulated sugar evenly over the buttered loaf so it adheres. Cool on a rack until just warm, 30β45 minutes, then slice and serve.