In a saucepan, combine the milk, butter, sweet wine, sugar, orange zest, and anise seeds. Bring to a boil, then remove from heat. Add the flour and mix until combined. Return to the heat for a few seconds, stirring, until the dough pulls away from the sides of the pan.

Let the dough cool, then add the egg and mix until fully incorporated. Heat oil in a saucepan. Using two teaspoons, shape small balls of dough and drop them into the hot oil. Fry until golden, then drain on paper towels. While still warm, roll the fritters in a mixture of sugar and cinnamon.

To serve, spread some custard (store-bought or homemade) on the bottom of a plate, place the fritters on top, and sprinkle with a little cinnamon. Enjoy!