In a bowl, cream shortening and sugar. Add eggs and vanilla; mix well. Combine flour, baking powder and salt; add to creamed mixture. Stir in aniseed. Chill for 2 hours or until dough is easy to handle.
On a lightly floured surface, roll dough to 1/8-in. thickness. Cut with a 2-1/2-in. cookie cutter. Place 1 in. apart on ungreased baking sheets. Bake at 325° for 7-10 minutes. Cool on wire racks.