1. Preheat oven to 350 degrees, with racks in upper and lower thirds. In the bowl of an electric mixer fitted with the paddle attachment, beat oil and sugar on medium speed, about 2 minutes. In a small bowl, dissolve baking soda in the lemon juice; add to oil mixture along with wine, sesame seeds, zest, fennel seeds, salt, and white pepper. Beat until combined. Add flour, and beat until just combined.

2. Line two baking sheets with parchment paper; set aside. In a small bowl, beat egg with 2 teaspoons water; set aside. Form biscuits by rolling tablespoons of dough into 5-inch logs and joining the ends to make circles. Brush tops with egg wash; sprinkle with sesame seeds and fennel. Arrange on prepared baking sheets, 1 inch apart. Bake biscuits until lightly browned, about 20 minutes, rotating sheets halfway through. Serve warm or at room temperature.