Preheat the oven to 350 degrees. Line a baking sheet with parchment or waxed paper. In the bowl of an electric mixer fitted with the paddle attachment, beat the butter and sugar on medium speed until combined, about 1 minute. Add the flour, baking powder, salt and lemon zest and beat just until combined. Add the eggs 1 at a time, beating well after each addition and scraping down the side of the bowl as necessary. Add the nuts and anise seeds and mix until combined. Transfer the dough to a lightly floured work surface and shape it into a 12-inch-long log. Transfer the log to the prepared baking sheet and bake for 10 minutes. Leave the oven on. Using a sharp serrated knife, cut the log on the diagonal into 1/2 -inch-thick slices. Place the biscotti cut side up on the lined baking sheet and bake for an additional 12 to 14 minutes, or until golden brown and crisp. Cool completely on a wire rack. Store the biscotti in an airtight container in a cool dry place for up to 2 weeks.
Recipe courtesy Francois Payard