Preheat oven to 350°F (175°C) and line a baking tray with parchment paper.

In a saucepan, combine grated piloncillo with water and butter. Heat over low heat, stirring constantly, until the piloncillo dissolves. Let it cool slightly.

In a large bowl, sift together flour, baking powder, baking soda, cinnamon, anise, and salt.

In a separate bowl, mix the egg, milk, and vanilla extract. Add the piloncillo syrup and stir to combine.

Gradually incorporate the dry ingredients into the wet ingredients, forming a soft dough.

Roll the dough out on a floured surface to about 1/4-inch thickness.

Use a pig-shaped cookie cutter to cut out cookies and place them on the prepared tray.

Bake for 10–12 minutes or until golden and set. Let them cool on a wire rack.