Preheat oven to 375 degrees Cream the butter, add powdered sugar, anise, cinnamon, salt and vanilla bean paste. Mix until smooth and creamy. Gradually mix in the flour until dough forms. If adding pecans, add them in now and fold them in as best you can.
Line two baking sheets with parchment paper. Roll 30 small or 15 medium dough balls and divide between the two baking sheets. If dough is too sticky to roll, mix in a little more flour, 2 tablespoons at a time. You could leave the polvorones round, or you could flatten them slightly.
Bake in preheated oven, one sheet at a time, for 13 to 14 minutes, turning pan halfway through the baking time. This will help them bake more evenly.
If using sprinkles, they must go onto the cookies before baking. For cinnamon and sugar, gently dredge them in a mix of cinnamon/sugar while they are still slightly warm out of the oven. They will be very delicate. For powdered sugar, sift over cookies, or roll them in the powdered sugar once cooled. Let cool completely before storing in an airtight container.