Preheat oven to 350 F. Grease a cookie sheet with non stick spray.
Sift flour, baking powder, baking soda and salt.
Using an electric mixer, beat butter until light and creamy. Add eggs and sugar. Beat until light and fluffy, about 5 minutes
Add ouzo, anise seed and flour a little at a time, until you have a thick batter.
Take a small piece of dough and roll into a rope about 10″ long. Form into a U shape and then twist the strands twice. Place on prepared cookie sheet. Repeat until all the dough has been used.
Brush the tops with milk and sprinkle sugar on top.
Bake for 15-18 minutes, until you start to see some color from the bottom of the cookies.