In a small sauce pan, heat the 1 cup of water with anise seeds and cinnamon stick. Bring up to a boil, then remove from heat and let steep.
Sift the flour with sugar, baking powder and salt. Cut in 1 cup shortening and work in with hands or pastry cutter until you have small crumbles. Set aside.
To the flour mixture, mix in the egg until well incorporated. Strain the anise cinnamon tea. Gradually mix in the tea a little at a time until dough forms. You may not end up using all of the tea. If it seems too dry, add a little more water as you knead dough for 5 minutes.
When ready, roll 24 dough balls. Place in bowl or on a plate, cover and let set for 30 minutes.
Preheat oven to 375 degrees F. Line two baking sheets with foil or parchment paper. Line a tortilla press with a plastic bag, cut down to size.
Before pressing dough ball, knead it for about 30 seconds and shape it back into a flat disc. Press one disc at a time to a 3 1/2 to 4 in circle. The edges will look slightly jagged. Fill with about 2 tablespoons of filling. Fold over, pinch edge and fold over. Do not over fill. Do this all the way over the opening to seal.
Bake for 30 minutes, then place under broiler to brown the tops a little. Just about 1 minute. Remove from oven and let cool for 35-45 seconds. While they are still warm, gently dredge through cinnamon/sugar mix.