Add 1 cup of water to a saucepan and bring to a boil. Remove from heat and add the anise seeds and vanilla extract. Steep for 15 minutes then strain.
1 cup water, 1 teaspoon anise seeds, 1 teaspoon vanilla extract
Sift the flour, baking soda, and salt into a large bowl. Make a well in the center and add the melted butter, whisked egg, and anise tea from step #1. Knead until smooth, about 5 minutes. Cover the bowl with a damp towel and rest for 15 minutes.
2½ cups cake flour, ½ teaspoon baking powder, ½ teaspoon kosher salt, 2 tablespoons unsalted butter, 1 large egg
While the dough is resting, prepare the piloncillo syrup. Add piloncillo and water to a saucepan. Once the piloncillo has dissolved, add the orange peel, cinnamon sticks, and anise. Bring to a boil and cook for 5 minutes then lower heat to a simmer for 10 minutes. Remove cinnamon, orange peel, and star anise.
12 ounces piloncillo, 3 cups water, 1 orange peel, 3 cinnamon sticks, 3 star anise
Fill a heavy-bottomed pot or deep frying pan with 2 inches of vegetable oil and heat to 350°F.
vegetable oil
Combine sugar and cinnamon in a bowl and set aside.
¼ cup granulated sugar, 2 tablespoons ground cinnamon
Divide dough into 16 equal sections and roll each section into a ball.
Then use a rolling pin to roll out until paper thin and almost translucent. Use a tortilla press if possible. In the traditional way to prepare Bunuelos, flip a (greased) bowl upside down and press the dough into the bowl until paper thin.
Fry one at a time for 1 minute each, 30 seconds per side. If the dough starts to form an air bubble, press down on the dough with a slotted metal spoon. You may fry more than one at a time to save time, just be careful not to overcrowd the oil and be prepared with an extra metal slotted spoon if air bubbles happen to form in multiple Bunuelos.
Transfer to a paper towel-lined plate and immediately sprinkle both sides with cinnamon sugar, or for less mess, toss with cinnamon sugar in the bowl.
Repeat until all of the dough is fried. The texture will be fluffy inside and crunchy on the outside.
Serve with the piloncillo syrup.