Line a baking sheet with nonstick baking paper. In a bowl, beat the butter and sugar together until light and fluffy. Mix in the egg yolks, lemon rind, flour and cornmeal until a soft dough forms.
Roll out the dough on a lightly floured surface to 1 cm (½ inch) thick. Using a 6 cm (2½ inch) round cutter, cut out rounds from the dough, re-rolling the trimmings. Transfer to the prepared baking sheet, then sprinkle with saffron, if liked, and bake in a preheated oven, 160°C (325°F), Gas Mark 3, for 15–20 minutes or until lightly golden. Transfer to a wire rack to cool, then dust with icing sugar.