In a large mixing bowl, blend the flour, sugar, anise seed, baking powder, baking soda and salt.
In another bowl mix the oil and eggs. Stir the egg mixture into the dry ingredients and mix until dough is smooth. Cover and chill 30 minutes. Shape into 1-inch balls. Keep chilled.
Place the pizelle iron over medium heat. Heat on both sides until a drop of water bounces and sizzles on an inside surface of the iron. Turn the iron over occasionally during cooking to keep both surfaces hot.
Coat the heated iron on both sides of the interior surface with nonstick cooking spray.
Place a ball of dough onto the center of the heated iron and flatten it slightly by pressing it against the iron with your finger. Close the iron and cook over medium heat 30 to 45 seconds, then turn over and cook on the other side or until the pizelle is pale golden. Remove the pizelle from the iron and cool on a wire rack.