I guess it depends on how much dough you're making. For two loaves of sweet bread i use about a teaspoon - teaspoon and a half. The question is how to extract the flavor. In the bread, since you;'re supposed to heat the milk, i heat it with the seeds, pressing them with the back of a spoon to the pot to make them release more flavor. It gives a subtle taste of anise. But you may not want the seeds to show in the cookies. You could probably squash them with a mortar and pestle, or even (or also) put them in with the butter when you cream the butter (provided the recipe calls for creaming the butter and sugar, etc). If you use a mixer the paddle will squash them a little against the bowl. Look up springerle cookies, which i believe use anise seeds, and see how much they say to add. That will be a good indication.
I'd say a teaspoon should be enough. It depends if there are other spices in the cookies. Personally, i think flavorings are usually overdone, so i'd go subtle. Taste the dough then you can always add more.