Make sponge: Heat milk to 110°F-115°F either in a saucepan on the stove or in 30-second increments in the microwave. The milk should be just warm to the touch, not hot. Pour into a small bowl and whisk in the 4 teaspoons yeast and 1/2 cup flour. Let sit in the warmest area of your kitchen for about 20-30 minutes, until it puffs up to about double its volume.
Mix the dough: Place the stick of room temperature butter in the bowl of the stand mixer fitted with the paddle attachment and beat on medium until fluffy. Add the cup of sugar and beat for 3-4 more minutes. Add the 4 room temperature eggs one at a time, letting the first one incorporate before adding the next. Then add the orange zest and juice, the teaspoon anise seeds, the 1 1/4 teaspoons kosher salt, and the teaspoon of orange flower water (if using).
Mix in the flour: Add the flour 1/2 cup at a time until a soft and sticky dough forms. You want it to be on the wet side but not so soft it is like cake batter. It should be like the consistency of soft Play-Doh and sticky.
Knead: If you'd like you can switch to the dough hook at this point and increase the speed to medium. Knead the dough for 7-10 minutes or until the dough pulls away from the sides of the bowl and is elastic and sticky.
First rise: Grease a large bowl and transfer the dough to the bowl. Cover with plastice wrap and leave it in the warmest area of they kitchen until it doubles in size, about 1-3 hours.
Second rise: Punch the dough down with your fist, flip it over, cover and let it rise again for another 1-2 hours. (At this point you can also cover the dough with plastic wrap and let it rise overnight in the refrigerator. Just let it come to room temperature before proceeding.)
Shaping: Lightly flour a work surface and flip the dough out. Cut the dough into one 8-ounce piece (this will be for the decorations) and three 14-15 ounce pieces (these will be for the loaves). Shape the three larger pieces into balls and place on a large baking sheet lined with parchment paper. If you don't have a baking sheet large enough, use 2 baking sheets. Press down on the balls to flatten into discs.
Add 3 tablespoons of flour to the remaining piece of dough and knead it in. This piece will be used for the decorations and needs to be stiffer. Divide this piece of dough into 9 equal pieces. Roll three of them into balls for the skull. Shape the remaining pieces into snakes then create three indentations in each by rolling it back and forth with your fingers to create a bone shape.
Brush the top of each loaf with water in a line across the loaf. Attach one bone using the water to adhere. Brush another line of water across the loaf criss-crossing where you placed the first bone and adhere the second bone to the top of each loaf. Brush the spot on top of each loaf where they meet with water and adhere the skull to each loaf. Cover the bread with a clean kitchen cloth and let rise again, another 1-2 hours.
Bake: Heat the oven to 350°F. Bake for about 30-35 minutes or until bread is firm, golden brown and sounds hollow when you tap on the bottom of the loaf. and baked through. The loaf should sound hollow when you tap on the bottom. For a more accurate test, the bread is done when an instant-read thermometer reads the center of the loaf as 195–200°F (90–93°C).
Cool: Transfer loaves to a wire rack and let cool.
Decorate: Brush the top of the loaves with melted butter and while holding each loaf over a bowl to catch any sugar, sprinkle the loaves generously with the superfine sugar or sesame seeds.
Cover leftover bread tightly and store at room temperature for 6 days or in the refrigerator for up to 10 days.