Infuse the olive oil by placing it in a small pot with the orange zest and warming it over low heat for 10 minutes. Remove it from heat, add the sesame and anise seeds, and let cool to room temperature.
Strain the oil into a bowl, and reserve it for later. Use a mortar and pestle to crush the sesame and anise seeds into a paste.
Combine the flour, cinnamon, and salt in a mixing bowl. Add the strained oil and the sweet wine, and knead to form a dough. Add the seed paste and mix thoroughly. Continue kneading for 15 minutes, then form into a ball, place in a bowl, and cover with a damp cloth. Let it rest for 1 hour.
To make the fritters, take a teaspoon of dough and roll it into a very thin, long oblong shape. Fold in the two long sides and stick them together to make an envelope-like shape.
Pour the sunflower oil into a heavy-based skillet or pot and heat to 350°F (180°C) over medium-high heat.
Fry 3-4 fritters at a time until they're golden, about 2-3 minutes. Use a slotted spoon to transfer to a paper towel to drain. Repeat with the remaining fritters, reheating the oil before frying each batch.
Make the glaze by combining the honey, lemon juice, and the splash of water in a saucepan over medium heat. Stir until well combined and heated through.
Coat the fritters in the glaze and put them on a plate. Enjoy immediately!