Preheat the oven to 350 degrees F. Line 2 baking sheets with parchment paper. Whisk the flour, baking powder and salt in a medium bowl.
Beat the shortening in a stand mixer with the paddle attachment on medium-high speed until fluffy. Reduce the mixer speed to low; beat in 2/3 cup sugar, then the egg. Add 2 tablespoons wine and the anise seeds and beat until combined. Gradually beat in the flour mixture. If the dough is too dry, mix in up to 2 more tablespoons wine. Cover and refrigerate 15 minutes.
Mix the remaining 1/2 cup sugar and the cinnamon in a shallow bowl. On a lightly floured surface, roll out the dough to 1/4 inch thick. Cut out cookies with a 2 1/2-inch cookie cutter. Press the top of each cookie in the cinnamon sugar to coat, then arrange on the prepared baking sheets, about 1 inch apart. Bake until the edges are golden, 10 to 15 minutes. Let cool about 3 minutes on the baking sheets, then transfer the cookies to racks to cool completely. Store in an airtight container for up to 1 week.