Add the yeast, granulated sugar, and warm milk in a large bowl. Whisk until well combined and set it aside to proof for 15-20 minutes or until frothy and foamy.

Pour the remaining milk into the bowl. Slowly stream the melted shortening into the mixture while whisking continuously. Stir the granulated sugar and light brown sugar into the mixture.

Mix the eggs, anise seeds, and vanilla extract into the mixture. Stir until you get a smooth mixture.

Place the all-purpose flour and salt in the bowl. Use a wooden spoon to mix them in until you form a loose dough.

Remove the loose dough from the bowl and place it on a lightly floured surface. Knead it for 12-16 minutes, rolling it in and away from you. Once it's smooth, roll it into a ball.

Lightly grease a large bowl with cooking spray. Place the ball of dough inside. Cover it with a clean kitchen towel or plastic wrap. Set it aside to rest in a warm place. Let it rest for 1-3 hours or until doubled in size.

Remove the dough from the bowl and set it on a lightly floured surface. Punch the air out and re-roll the dough. Divide it into 10-12 equal-sized pieces. Roll them into little balls.

Preheat the oven to 390 F. Line two baking trays with parchment paper or silicone baking mats. Place 5-6 balls of dough on each tray, leaving about 5" of space between each one. Gently use your hands to press the dough and flatten them.

Cover the trays with clean kitchen towels. Allow the buns to rise for 15-20 minutes. Lightly dust them with flour on top.

Pop one tray into the oven at a time to ensure even baking. Place it on the middle oven rack and bake for 10-15 minutes or until lightly golden on top and on the bottom. Remove the tray from the oven and repeat for the other tray. Let them cool for at least 15 minutes before serving.