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Place the anise seeds in a small bowl with the rum.
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Set aside to marinate overnight.
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In a medium bowl, cream together the butter, sugar and vanilla until smooth.
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Stir in the anise seed and rum.
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Mix in the egg.
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Combine the flour, salt, baking powder and cloves; stir into the butter mixture until well blended.
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Cover and refrigerate until chilled, about 1 hour.
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Preheat the oven to 350 degrees.
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On a lightly floured surface, roll the dough out to 1/8 inch thickness.
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Cut into desired shapes using cookie cutters.
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Place cookies on a greased cookie sheet.
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Bake for 10 minutes in the preheated oven, or until golden brown at the edges.
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Cool for a few minutes on baking sheets before removing to wire racks to cool completely.