Preheat oven to 350°F. Spray a baking sheet with cooking spray.
In a bowl, combine Splenda Sweetener, sugar, and oil; stir to blend. One at a time, add eggs and egg white, mixing well after each addition. Stir in anise extract.
In another bowl, stir together flour, dry milk powder, baking powder, baking soda, and anise seed.
Add flour mixture to egg mixture and stir until blended.
Divide dough in half. Shape each half into a log about 3½” wide by 12” long. Place logs 2” apart on prepared pan.