Preheat oven to 350 degrees. In a small bowl, whisk together flour, cornmeal, lemon zest, and salt.
In a large bowl, mix butter, sugar, and egg until combined. Gradually add dry ingredients until moistened.
Pinch off and roll dough into balls, each equal to 1 1/2 tablespoons; place on 2 baking sheets, about 2 inches apart. With fingers, flatten balls to 3/4-inch thickness.
Bake until lightly browned around edges, 20 to 25 minutes; transfer to racks to cool completely.
Cookies keep 3 to 5 days in an airtight container.