1. In a food processor, combine the flour, sugar, lemon zest, anise seeds, baking powder and a pinch of salt and pulse a few times to blend. Add the butter and pulse just until incorporated. Add the eggs and vanilla and process just until combined. Scrape the dough into a bowl and stir in the granola. Cover and refrigerate until firm, about 30 minutes.
2. Preheat the oven to 350°. Lightly butter a baking sheet. Quarter the chilled dough and shape into four 6-by-1-inch logs; flatten each log into a rectangular shape. Transfer the logs to the prepared baking sheet and bake for about 20 minutes, or until golden brown and almost firm. Let the logs cool on the baking sheet for 5 minutes.
3. Transfer the logs to a work surface with a metal spatula. Using a serrated knife and a gentle sawing action, slice the logs crosswise 1/2 inch thick. Arrange the biscotti on their sides on the baking sheet and bake for about 12 minutes, or until very firm and beginning to brown. Transfer the biscotti to a rack to cool completely. Store in an airtight container.
Make Ahead: The biscotti can be kept at room temperature in an airtight container for up to 1 week or frozen for up to 2 weeks.