Italian wine biscuits are not that well known in the U.S. You won't find them in the supermarket or at the corner bakery. You may find them in traditional Italian bakeries in Italian-American neighborhoods. Where you will definitely find them is in an Italian Nonna's kitchen. If you don't have an Italian nonna, don't worry. I'm sharing my Italian nonna's recipe with you. My family doesn't use one particular type of wine, just a good dry red wine will do. (Remember, if you wouldn't drink it, don't bake with it either.) Also, the darker the wine, the deeper lavender the biscuit will be. Also use a quality olive oil for the best flavor, though it doesn't have to be extra virgin. —Food Blogga
Preheat oven to 375 degrees F. Position racks in the upper and lower thirds of the oven. Line two large baking sheets with parchment paper.
In a medium bowl, stir wine and olive oil.
In a large bowl, stir sugar, flour, baking powder, and fennel seed. Stir in liquids. Stir until well blended and a dough begins to forms. Lightly work the dough with your hands until the texture is oily, smooth, and springy. If the dough is too sticky, then mix in 1 tablespoon of all-purpose flour at a time, until smooth.
Using your hands, pinch off a 2-tablespoon size piece of dough. Roll the dough between lightly floured hands. Roll into a thin cigar shape that is approximately 8 inches long. Form a U shape, then criss-cross the pieces until a braid forms. Place 15 biscuits per baking sheet. Brush tops of biscuits with egg wash. Bake for 40 minutes, rotating pans mid-way through. Biscuits should have a golden color and be crisp on the bottom. Remove from oven and place on a cookie rack to cool completely.
Biscuits should be stored in an air-tight tin container (preferably tin to maintain their crispness) and kept in a cool area, such as a cupboard. Properly stored, they should last up to one month.