  We examine using Monte Carlo simulations, photon transport in optically
`thin' slabs whose thickness L is only a few times the transport mean free path
$l^{*}$, with particles of different scattering anisotropies. The confined
geometry causes an auto-selection of only photons with looping paths to remain
within the slab. The results of the Monte Carlo simulations are borne out by
our analytical treatment which incorporates the directional persistence by the
use of the Ornstein-Uhlenbeck process, which interpolates between the short
time ballistic and long time diffusive regimes.
