In a medium bowl, combine the flour, cornmeal, cinnamon and salt.
Using an electric mixer, beat the butter, sugar and lemon peel beginning on low speed and increasing to medium-high, until light and fluffy, about 3 minutes. Beat in the egg yolks. Reduce the speed to low and beat in the flour mixture just until combined (the dough will be crumbly).
Press the dough together with your hands and divide it in half. Place the halves on a sheet of wax paper and form into two equal-size logs; smooth with damp fingers. Wrap the logs in the wax paper and freeze until firm, about 30 minutes.
Preheat the oven to 400 degrees . Line 2 baking sheets with parchment paper. Cut each log crosswise into 1/4-inch slices and arrange 1 inch apart on the baking sheets. Bake 1 sheet at a time, moving the pan from back to front halfway through, until the edges are golden brown, about 10 minutes. Place the pans on a wire rack to cool.