In a large bowl, put a handful of the flour and pour in the warm milk with the dissolved yeast to make a batter. Leave it in a warm place, so that it rises.
Put the anise in some water, let it boil, drain it and keep the water aside.
In a large bowl, put the flour. Make a hole in the middle of the flour, add salt, 3 eggs, the risen batter, the water from the anise, and Horio cow butter (or Horio soft light butter), melted.
Stir them in the hole. Take little by little the flour from the sides until finished.
Add the sugar and the zest and knead for about 15 minutes (if needed, add some water or milk to prevent the dough of becoming very tight). Create a ball with the dough. With a knife, carve a cross, then cover it with a towel and leave it in a warm place for at least 3 hours, until its mass becomes double and the cross disappears.
Knead slightly and separate the dough into 2 or 3 equal sized smaller balls. Using minimum of the flour (just to flour our hands), make sticks and then knead them in a braid. Put the tsoureki in a baking tray layered with a greaseproof paper. Let them rise again but not much this time, given they are going to rise during baking.
In a plate break an egg, add the vanilla, 1 tea spoon powdered sugar and 2 tblsp water. Mix them well and with the mixture, brush the surface of the tsoureki. Sprinkle with the almonds.
Bake for 20 minutes**, in the middle place of oven, at 160 C.
Take the tray off the oven and leave the tsoureki in the baking tray until it gets cold, for about 1 hour (otherwise it is going to lose its bulk).
**Tsoureki is ready when it doesn’t stick to the greaseproof paper.