In a small bowl mix together the lukewarm water, milk, yeast and sugar. Set the mixture aside until it froths. This usually takes about 15 minutes.
In a mixer or in a large bowl, mix the flour, aniseeds, cloves and orange zest together and make a well. Add the margarine and the yeast mixture in the well.
Start kneading or mixing the dough in the mixer. If you are going to knead the dough by hand it should take you about 20 minutes. Whereas with the mixer the dough should be done in 10 minutes. The dough should be sticky, so don’t add any extra flour to it.
Place the dough in a bowl, cover and let it proof for about 1 hour. After this resting time it should be double in size.
Prepare a plate with a good layer of sesame seeds. Set aside
Preheat the oven to 220°C or 430°F. Line a baking tray with parchment paper. Prepare also a small dish with water. Set aside.
Once rested, punch the dough down and divide into 36 pieces. About 25-30g each. Roll each piece into a 20cm log and join both the ends together tightly. Dip the ring into the plate with sesame seeds.
Place each ring on the baking sheet, leaving only some space between one another. Cover and let rest for 30 minutes.
Place the dish with water in the oven in the bottom rack. Bake the qagħaq for about 10 minutes until they have a nice golden brown colour.
Let them rest slightly before serving. Serve warm or at room temperature.