Cream lard in a large mixing bowl; gradually add 1 cup sugar, beating until light and fluffy. Add egg yolks, one at a time, beating well after each addition.
Combine flour, 1 tablespoon cinnamon, and anise in a medium mixing bowl; stir well. Gradually add to creamed mixture alternately with wine, beginning and ending with flour mixture. Divide dough into fourths. Cover and chill at least 1 hour.
Roll one portion of dough to 1/2-inch thickness on a lightly floured surface. Cut into assorted shapes, using 2-inch cookie cutters. Place on greased baking sheets. Bake at 350° for 12 minutes or until edges are lightly browned. Cool slightly on cookie sheets.
Combine remaining sugar and cinnamon in a small mixing bowl; dredge warm cookies in mixture. Cool completely on wire racks. Repeat procedure with remaining dough and cinnamon- sugar mixture.