Put water, flour, salt, sugar and yeast in a large bowl and knead. Add the butter and anise and continue kneading. Leave the dough in a warm place for about 1 hour to rest and rise.
Cut the dough in three pieces. With one piece you form a cake and with the other two pieces you form a cross which you put on the cake. Sprinkle with sesame seeds and dip a red egg in the middle.
Place the Lampropsomo on a baking tray lined with parchment paper and leave it rise. Bake it in a preheated oven at 230°C (446°F) for 45' minutes.