Preheat the oven to 400 degrees F.
Put the potatoes in a medium pot and cover with water. Bring water to a boil over medium heat and cook until soft, approximately 20 minutes. Use a fork to pierce the potato to see if it is tender. Drain the potatoes and let to cool.
When the potatoes are cool enough to handle, peel off the skin. Cut the potatoes into large chunks and add to a mixing bowl. Mash with a potato masher or fork. Add the sugars and mix thoroughly. Stir in the lemon zest, ground almonds, cinnamon, anise extract and honey.
Roll out 1 of the pastry sheets on a floured cutting board. Using a 3 to 3 1/2-inch biscuit cutter, cut out as many circles of the dough as possible. Put a dollop of sweet potato filling on each circle, then fold the circles in half to form a half moon. Press the edges together with a fork to seal and arrange on sheet tray lined with parchment. Repeat with the remaining pastry sheets and filling. Brush the top of each turnover with beaten egg.
Bake until golden brown, approximately 15 minutes. Remove and allow to cool for 5 minutes. Arrange on a serving platter, dust with powdered sugar and serve.