Combine molasses and honey in a medium saucepan; cook over low heat until thoroughly heated, stirring frequently. Add shortening; stir until well blended. Remove from heat, and set aside to cool.
Combine flour, soda, salt, allspice, mace, pepper, and anise in a large mixing bowl; stir well. Set aside.
Add egg to cooled molasses mixture, stirring until well blended. Gradually pour into reserved flour mixture, stirring just enough to moisten dry ingredients. Allow dough to rest 15 minutes.
Shape into 1-inch balls, and place 2 inches apart on greased cookie sheets. Bake at 350° for 10 minutes. Remove from cookie sheets, and roll in powdered sugar. Cool on wire racks.