For Cookie Dough: Beat softened butter and brown sugar in medium mixing bowl, with an electric mixer, until light and fluffy. Add vanilla extract. Mixing on low speed, slowly blend in masa and wheat flour. Cover and chill dough for 30 minutes.
Spray cookie sheet with cooking spray. Shape dough into 1-inch balls and place 2 inches apart on prepared cookie sheet. Flatten slightly so balls are about 1 1/2-inches high. Bake 10 to 12 minutes or until edges are golden. Cool for 3 minutes, and then remove from pan to cooling rack. Cool completely.
For Glaze: Combine powdered sugar, anise extract and milk in a small bowl. Drizzle cooled cookies with glaze.