In a medium bowl combine sweetener, orange juice, vanilla and oil; set aside. In a large bowl combine flour, baking powder, salt, anise seed and orange peel. Add orange juice mixture and stir well.
Shape dough into a round roll about 2 inches thick, wrap in waxed paper. Refrigerate until firm, about 2 to 3 hours.
When dough is firm enough, cut into slices about 1/4 inches thick, place on an ungreased cookie sheet about 2 inches apart.
Bake in a preheated 400 degrees F. oven for 10 to 12 minutes. When cookies are done, remove from pan and place on cooling rack.
Makes about 25-30 cookies.