Preheat oven to 200 degrees C (400 degrees F). Grease cookie trays.
Sift together the flour, bicarbonate of soda and salt, set aside. In a medium bowl, cream together the lard and sugar. Stir in the egg and anise seeds. Add dry ingredients, mix well. Put the sesame seeds into a shallow bowl or saucer. Roll dough into 2.5cm balls, roll them in the sesame seeds to coat. Place them 4cm apart onto the prepared cookie trays. Flatten the balls slightly using the bottom of a glass.
Bake for 6 to 9 minutes in the preheated oven. Remove from baking trays to cool on wire racks. Store in an airtight container.