In stand mixer bowl, add 1 cup flour, yeast, sugar, salt, and lemon peel or anise seeds; mix well. In saucepan or microwave-safe dish, heat milk to 120-130°F. Add milk and butter to flour mixture. Using a paddle attachment, blend on low speed for 30 seconds; beat on medium speed for 4 minutes. Add eggs; beat 1 minute.
Switch to dough hook attachment. Gradually stir in enough remaining flour to make a firm dough. Knead until smooth and elastic, about 5 to 7 minutes.(NOTE: For hand mixing: following above steps, mix ingredients in large mixing bowl using a wooden spoon or dough whisk. Knead on floured surface until smooth and elastic.)
Place dough in lightly oiled bowl and turn to grease top. Cover; let rise until indentation remains after poking dough with finger down to second knuckle, about 1 hour.
Prepare pans: Grease two cookie sheets; set aside.
Lightly sprinkle work surface with flour. Divide dough into four equal pieces. Roll each piece of dough into a 12-inch long rope. Wrap each rope around a colored egg. Cross the ends. Pinch together, and cut off any excess dough. Place on prepared pans. Cover with a clean kitchen cloth and let rise until indentation remains after lightly touching the side of the bread, about 1 to 1 1/2 hours.
Preheat oven to 375°F.
Brush bread with egg wash taking care not to get any on the eggs. Sprinkle with confetti sprinkles. Bake 25 to 30 minutes, or until a deep golden brown.