Lightly spoon flour into dry measuring cups; level with a knife. Combine flour and baking powder, stirring well with a whisk. Place sugar, eggs, and egg whites in a large bowl; beat with a mixer at high speed until light and fluffy. Beat in butter. Gradually add flour mixture, almonds, and aniseed, beating until well blended (dough will be sticky).
Divide dough in half. Turn each half of dough out onto wax paper; shape each portion into an 8-inch roll. Wrap rolls in wax paper. Refrigerate for 1 hour or until firm.
Preheat oven to 350°.
Unwrap rolls, and place on a baking sheet coated with cooking spray. Bake at 350° for 30 minutes or until lightly browned. Remove rolls from baking sheet; cool 10 minutes on a wire rack. Cut each roll crosswise into 24 (3/8-inch) slices. Place slices on baking sheet. Bake at 350° for 5 minutes. Turn slices over, and bake an additional 5 minutes. Remove from baking sheet, and cool completely on wire rack.