1 to 1 1/2 C sugar, depending on your taste
1 C red wine (actually, the cheaper wines seem to do better)
1 C oil (cooking oil)
1 orange (squeezed)
1 lemon (squeezed)
6 (plus) C all-purpose flour (the "plus" means that if the mixture is a little too moist, then simply add a little more flour, but basically start with 6 cups.)
anise seed

Mix all of the ingredients, then knead a little - just enough to have the dough become easy to roll out into "ropes".  I roll mine out to be about as big as my thumb.  Then cut 3 diagonal cuts about 3/4 of the way through the "rope.  (The three cuts are extremely important because our nona told my mom that more or less cuts than three would lead to very bad luck.)  Then cut the "rope to about six inches.  I put some sugar in a saucer and mix in the anise seed.  Then after I make the cookie, I simply place the ciambelle in the sugar and anise mixture, and this adds a layer of sugar and anise to the cookie.  Place the cookie on the cookie sheet with the anise/sugar side up.  Bake on a cookie sheet at 350 degrees for about 35 to 40 minutes.  Watch closely near the end so that the ciambellis don't burn.

(Note:  We don't add any baking powder nor do we brush the cookie with eggs)