Preheat the oven to 180ºC with heat up and down or with air, lowering the temperature a little. Place the chopped butter in a deep bowl and beat with a whisk along with the sugar, until creamy.
Incorporate the eggs, beat a little more, and add the milk with the fine lemon zest. Lightly beat and add the flour with the baking soda, the bicarbonate, the salt (a good piza) and the optional anise. Work by machine or by hand until obtaining a homogeneous mass, smooth and soft. It shouldn’t be sticky.
Take portions of about 70-75 g, stretch forming a thin cylinder about 40 cm, and fold to form two parallel lines. Braid both on themselves and join the ends pressing gently to form a donut. Place on a baking tray and continue until finished with the dough, leaving them slightly apart.
Bake for about 20 minutes or until golden brown and cool on a wire rack. Once cool, glaze with a mixture of the iced sugar sifted with lemon juice, adding more or less liquid little by little, mixing with a few small rods or a teaspoon, until it has a thick but fluid texture.
The frosting can be done more or less dense as you prefer a harder, whiter and sweeter crust, or a lighter one. The thicker it is, the faster it will dry. Store in an airtight container once the frosting has dried.