Lightly grease two trays or line with baking parchment.
Place the cinnamon, star anise and the nutmeg into the spice grinder. Grind until you have a fine powder. Reserve 1 tsp of the ground spices and store the remainder in an airtight container.
Put the flour, sugar, reserved ground spices, milk, vanilla essence and salt into the large work bowl of a food processor. Mix to combine.
Add the butter and process until the mixture starts to form crumbs. Continue to process on Pulse until it forms a ball.
Turn the dough out onto a floured surface. If the dough is a little sticky, add more flour and knead until you have a soft dough. Form into a ball, cover and refrigerate for up to 1 hour.
Preheat the oven to 170ºC / 345ºF / Gas mark 3.
Place the dough onto a floured surface and using a floured rolling pin, roll out the dough until about ½ cm in thickness. Using a 7cm cookie cutter, cut your biscuits out from the dough. Carefully place the biscuits onto the prepared trays. Re-roll any scraps of dough and continue cutting out the biscuits.
Bake the biscuits for approximately 10 minutes, until just turning golden brown at the edges. Leave to cool slightly on the baking trays before moving to a wire rack.