The State Cookie of New Mexico! Shortbread-like Spanish cookie, flavored with anise seed, cinnamon and sugar. Nobody can eat just one New Mexico Biscochito. All-natural ingredients. Absolutely great for parties! Biscochitos is pronounced “bis-ko-CHEE-toe" and their more elaborate cousins, Mexican wedding cookies, were originally introduced by Spanish explorers in 16th Century Mexico. And they’ve both been Holiday and special occasion favorites throughout the Southwest ever since.