Bread of the Dead

MIX yeast and warm water in small bowl; let stand 10 min. Meanwhile, mix flour, 2/3 cup sugar, orange zest and anise seed in large bowl of mixer fitted with dough hook attachment. Add yeast mixture; beat until blended. Add 4 eggs, 1 at a time, beating on low speed after each until well blended. Add cream cheese; beat 5 min. or until blended, stopping occasionally to scrape bottom and side of bowl.

KNEAD dough on lightly floured surface 3 min.; shape into ball, mixing in up to 1/2 cup additional flour if necessary to prevent sticking. Place in large bowl sprayed with cooking spray; cover with clean kitchen towel. Let rise in warm place 1 hour 30 min. or until doubled in volume. Divide dough into 4 pieces. Set 1 piece aside; divide each remaining piece into thirds. Shape each of the 9 smaller pieces into ball; place on 2 parchment-covered baking sheets.

DIVIDE remaining dough into 10 small pieces; set 1 aside. Divide remaining 9 pieces in half, then shape each piece into 7-inch-long bone-shaped piece. Place 2 bones, in cross-cross pattern, on top of each dough ball on baking sheet. Shape reserved piece into 9 small balls; place each ball in center of each "x." Cover; let rise in warm place 1 hour 30 min. or until doubled in volume.

HEAT oven to 375°F. Beat remaining egg; brush over dough. Place in oven; immediately reduce oven temperature to 350°F. Bake 25 min. or until golden brown. Remove to wire racks. Brush with orange juice; sprinkle with remaining sugar. Cool completely.