In a saucepan, combine the figs, wine, sugar, lemon zest, anise seeds and 1 cup of water and bring to a boil. Simmer over low heat until the figs are softened and the liquid is syrupy and reduced to 1/2 cup. Let the figs cool in their syrup, then puree in a food processor until smooth. Transfer the filling to a pastry bag fitted with a 1/2-inch plain tip.
In a bowl, using an electric mixer, beat the butter until creamy. Beat in the sugar, vanilla, zest and salt at medium-high speed until fluffy, 3 minutes. Beat in the egg. At low speed, beat in the 1 1/2 cups of flour. Divide the dough in half, shape into rectangles and wrap in plastic. Freeze until firm, 20 minutes.
Preheat the oven to 350°. Roll out 1 piece of dough between 2 sheets of floured parchment to a 9-by-12-inch rectangle, dusting with flour as needed. Remove the top sheet of parchment. Cut the rectangle into three 3-by-12-inch strips through the parchment and transfer to a baking sheet. Pipe two 1/2-inch-wide ropes of fig filling down the middle of each strip of dough. Refrigerate just until firm enough to fold, 5 minutes. Fold the dough over the filling and turn onto a work surface, seam side down; discard the parchment.
Cut each roll into 8 bars and arrange on a parchment-lined baking sheet. Bake for 20 minutes, until the dough is golden on the bottom. Let cool. Repeat with the remaining dough and filling.