Preheat the oven to 375°F. Line a baking sheet with parchment paper or a silicone baking mat.
In a mixer, beat butter and sugar until pale and fluffy, about 3 minutes. Add egg, vanilla, and ouzo, and beat to combine. Add all dry ingredients, orange zest, and orange juice. Mix until just combined.
Roll a small ball of dough into a log and twist to create a circle. Pinch end to seal. Continue until all the dough is used; you should have about 30 cookies.
Brush with beaten egg. Sprinkle with sesame seeds and demerara sugar.