Pan de muerto (Mexican bread of the dead)

Steps

1. Heat the milk with the anise seeds just until it begins to simmer, cover, and let infuse for 10 minutes. Strain and let cool to 37 °C (99 °F): the milk should feel barely lukewarm on the inside of your wrist. Stir in the yeast with a pinch of the sugar and wait 10 minutes until a layer of foam forms on the surface.
2. Finely grate the orange zest, avoiding the bitter white pith. Set out the butter for the dough (not the finishing butter) so it softens completely, and cut it into small cubes.
3. In the bowl of a stand mixer fitted with the dough hook, or in a large mixing bowl, combine the flour, the remaining sugar, salt, and zest. Make a well in the center, add the eggs, the yeast milk mixture, and orange blossom water, then knead for 8 to 10 minutes at medium speed until the dough is smooth, elastic, and still slightly sticky.
4. Incorporate the softened butter a few cubes at a time, waiting until each addition is fully absorbed. Knead for another 8 to 10 minutes, until the dough pulls away cleanly from the sides of the bowl and a small piece stretched between your fingers forms a thin, translucent windowpane without tearing.
5. Shape the dough into a ball, place it in a lightly buttered bowl, cover with a kitchen towel, and let rise for 1 h 30 to 2 hours in a warm spot, around 25 °C (77 °F), until doubled in volume.
6. Punch down the dough gently with the flat of your hand. Reserve about one-quarter of the dough for the decorations. Divide the remaining dough in two, shape into two tight rounds by tucking the edges underneath, arrange them on a baking sheet lined with parchment paper, and flatten slightly.
7. For the bones (huesos), roll the reserved dough into ropes the same length as the diameter of the loaves, then roll them back and forth with three spread fingers pressing down to form the joint knobby shapes. Lay two crossed bones over each loaf, brush with a little water to help them stick, then place a small ball of dough in the center to represent the skull.
8. Cover and let rise for another 45 minutes to 1 hour, until the loaves have puffed by about one-third and the dough slowly springs back when pressed gently with a finger. Preheat the oven to 180 °C (350 °F).
9. Beat the egg for the egg wash and gently brush the loaves, taking care not to let it pool onto the baking sheet. Bake for 30 to 35 minutes, until deep golden brown on top and the bottoms sound hollow when tapped. If the decorative bones brown too quickly, tent with aluminum foil after 20 minutes.
10. Melt the finishing butter. Let the loaves cool for 10 minutes, brush generously all over with the melted butter, then sprinkle and roll them in the finishing sugar to coat thoroughly. Let cool completely on a wire rack.