Preheat oven to 350º.
Combine sugar and water in a small, heavy saucepan over medium-high heat; cook until sugar dissolves, stirring frequently. Continue cooking until golden (about 3 minutes), stirring occasionally. Immediately pour into 6 (6-ounce) ramekins or custard cups coated with cooking spray, tipping quickly until caramelized sugar coats bottom of cups.
Place aniseed in a clean coffee grinder or blender; process until finely ground. Combine aniseed and remaining ingredients, stirring well with a whisk. Pour into prepared ramekins. Place ramekins in a 13 x 9-inch baking pan; add hot water to pan to a depth of 1 inch. Bake at 350º for 30 minutes or until a knife inserted in the center comes out clean. Remove cups from pan; cool completely on a wire rack. Cover and chill at least 4 hours to overnight.
Loosen edges of custards with a knife or rubber spatula. Place a dessert plate, upside down, on top of each cup; invert onto plates. Drizzle any remaining caramelized syrup over custards.