Goat's milk adds a subtle tang, but cow's milk will work, too. Cooking the bread in a skillet gives it a nice golden crust.
Preheat oven to 400 degrees. Whisk together cornmeal, flour, sugar, baking powder, 1 teaspoon salt, and the cayenne pepper to taste. Whisk together egg and milk. Gently stir milk mixture into cornmeal mixture. Stir in melted butter and zest.
Meanwhile, place remaining tablespoon butter in an 8-inch ovenproof skillet (preferably cast iron) or an 8-inch round cake pan or pie dish. Heat in oven until melted and foaming, about 2 minutes. Remove from oven, and pour batter into skillet. Bake until top is golden and a toothpick inserted into the center comes out clean, about 25 minutes. Brush top with honey; let cool.