Preheat oven to 375 degrees, with racks in middle and lower thirds. Line two baking sheets with parchment paper. In a food processor, pulse almonds and anise seed until coarsely ground. Transfer mixture to a small saucepan. Add butter, sugar, honey, and salt. Bring to a boil over medium-high, stirring once to combine ingredients as butter melts. Boil 1 minute; remove from heat. Stir in flour and zest. Working quickly, drop batter by teaspoonfuls, 2 1/2 inches apart, on sheets. Bake until golden brown, 6 to 8 minutes, rotating sheets halfway through. Let cool completely on sheets on wire racks.
Store cookies, between sheets of parchment, in airtight containers, up to 2 days.