In a small skillet, toast the anise seeds over moderate heat until fragrant, about 40 seconds. Transfer to a mortar or a small bowl and let cool completely. Using a pestle or the back of a spoon, coarsely grind the anise seeds.
In a large bowl, whisk the confectioners' sugar with the flour, lemon zest and anise seeds. Whisk in the egg whites and butter until smooth. Cover and let stand at room temperature for 1 hour.
Preheat the oven to 350° and set a rack in the center. Line 2 large cookie sheets with parchment paper. On one sheet, mound 2 rounded teaspoons of batter 4 inches apart; you should get about 6 mounds per sheet. With an offset spatula, spread the batter into very thin 5-inch rounds. Bake the rounds in the center of the oven for 8 to 10 minutes, until golden. Using a large spatula, transfer the tuiles to a work surface to cool completely. Make the next batch on the second cookie sheet while the first sheet cools. Repeat with the remaining batter until all of the tuiles are made.
The tuiles can be stored in an airtight container for up to 2 days.