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1
Dissolve the yeast in a small amount of warm water with a pinch of sugar, so the sugar gives the yeast something to feed on immediately and the mixture turns visibly foamy — a sign the yeast is alive and active — before you commit it to the dough. Combine the flour and sugar in a large bowl, then add the eggs, lard, grappa, Marsala, anise seeds, and lemon zest, followed by the activated yeast. Work the dough by hand until a smooth, cohesive mass forms — it should pull cleanly from the sides of the bowl and feel supple, not sticky.
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2
Cover the dough and leave to rise at room temperature for 1 hour, keeping it away from draughts so the rise is even and unhurried rather than patchy and rushed. The dough is ready when it has roughly doubled in volume and a finger pressed into the surface leaves an indent that springs back slowly — a quick snap back means it needs more time, no spring at all means it has gone too far.
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3
Turn the dough onto a lightly floured surface and shape into a smooth, taut dome — no tears, no seams visible on the top — so the surface tension holds the loaf in a unified mass and gives the scored cross something to open against cleanly during the oven rise rather than tearing at random. Transfer to a parchment-lined baking tray. This is where the dish lives or dies: a loose or poorly tensioned dome will split along stress lines of its own choosing rather than opening in the four even petals that define this bread.
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4
Using a sharp knife or blade, score a deep cross into the top of the loaf with four cuts extending well toward the base, so the loaf has a defined path along which to expand in the oven rather than bursting where the crust is weakest. Cover loosely and prove for 2 hours. The loaf is ready when it is visibly swollen and the scored cuts have begun to gape open; press gently at the edge — it should feel pillowy but still offer slight resistance — and do not allow it to over-prove, or the structure will be too exhausted to rise further in the oven.
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5
Heat the oven to 180 °C. Beat the egg with the milk and brush the surface of the loaf evenly, avoiding pooling in the score cuts so the glaze does not seal the cuts shut and prevent the characteristic cruciform opening. Bake until the loaf is deep golden, domed, and sounds hollow when tapped on the base.
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6
Remove from the oven and immediately brush with 1 tablespoon of grappa while the crust is still hot, so the spirit does not simply sit on the surface but is drawn in as the crust contracts slightly on cooling, leaving a faint characteristic gumminess. The anise perfume will bloom sharply as the spirit contacts the hot surface — that sudden rush of scent tells you the timing is right.