Put butter and sugar in the bowl of an electric mixer fitted with the paddle attachment; mix on medium speed until creamy and smooth, about 2 minutes. Add vanilla and zest. Mix until combined, scraping down sides of bowl as needed. Reduce speed to low. Add flour, 2 tablespoons cornmeal, and salt; mix until well combined, about 3 minutes. Halve dough; shape each into a log about 1 1/2 inches in diameter. Wrap each in plastic, and refrigerate until cold, at least 1 hour.
Preheat oven to 300 degrees. Place remaining 1/4 cup cornmeal on a sheet of parchment paper. Roll log in cornmeal to coat. Cut into 1/4-inch-thick rounds, and space them 1 inch apart on a baking sheet lined with parchment paper. Bake until pale golden, 25 to 30 minutes. Cool on sheet on a wire rack.
Store in an airtight container at room temperature up to 1 week.