Preheat the oven to 165ºC and prepare a couple of trays, greasing them or covering them with parchment paper. Place the three eggs in a large container together with the sugar, sweet anise, lemon zest and olive oil. Beat with the help of a rod mixer at high speed, for 2-3 minutes, until it is very fluffy. Gradually add the flour mixed with salt and bicarbonate of soda, beating lightly. Do not throw all at once, it may not be necessary all.
Mix well with a large spatula or spoon, adding a little more flour if the dough is excessively sticky. It does not have to be very dry, but manageable. Lightly oil a clean surface and knead small portions, with also oiled hands. stretch small rolls and join the ends to form donuts. Distribute them on the trays and bake for about 20-25 minutes.
Meanwhile, beat the egg whites with the icing sugar with a wire mixer until thick white glaze is obtained. Add a little more sugar if there is too much liquid left. Place the baked donuts on a rack, still warm, and brush them with the glaze. You can give two layers to make it thicker. Let dry completely before serving or storing.
