Adjust oven rack to middle position and heat oven to 325 degrees. Using pencil and ruler, draw a 6 by 12 inch rectangle on a piece of kitchen parchment and place parchment penciled side down on baking sheet. Spray with oil on the unmarked side of the parchment sheet.
In bowl of food processor add flour, baking powder, anise seeds, and salt: process to combine, about 15 seconds. Transfer flour mixture to bowl. Process 2 eggs in now-empty food processor until lightened in color and almost doubled in volume, about 3 minutes. With processor running, slowly add sugar until thoroughly combined, about 15 seconds. Add melted butter, anise oil, and vanilla; process until combined, about 10 seconds. Transfer egg mixture to medium bowl. Sprinkle half of flour mixture over egg mixture and, using spatula, gently fold until just combined. Add remaining flour mixture and sliced almonds and gently fold until just combined.
using floured hands, form the dough into a 12 by 6 inch rectangle using the penciled lines on the parchment sheet as a guide. Spray the loaf lightly with oil spray. Using a rubber spatula lightly coated with oil spray, smooth top and sides of the rectangle. Using a sharp knife coated with oil spray, cut the loaf in half making it into two 3 by 12 inch loaves. Separate loaves leaving a 2 inch space between them. Gently brush tops of loaves with egg wash. Bake until loaves are golden and just beginning to crack on top, 25 to 30 minutes, rotating pan halfway through baking.
Let the loaves cool on baking sheet for 25 minutes. Transfer loaves to cutting board. gently spray water on top of loaf and the serrated knife. Slice each loaf on a slight bias into 3/4-inch-thick-slices. Lay slices, cut side down, about 1/4 inch apart on wired rack set in rimmed baking sheet. Bake until crisp and golden brown on both sides, about 35 minutes. Let cool completely before serving. Biscotti can be stored in airtight container for up to 1 month or freeze then thaw before serving.