Preheat oven to 350 degrees F (175 degrees C).

Position oven racks in upper and lower thirds of the oven.

Line cookie sheets with parchment paper.

In a food processor, process the rolled oats to a powder, about 30 seconds.

Blend in the flour, sugar, cornmeal, and salt.

In a medium bowl, whisk together the melted butter, egg, lemon zest, and vanilla extract.

With the processor running, add the butter mixture.

Mix until the dough comes together.

Transfer the dough to a lightly floured surface.

Knead a few times.

Form the dough into 2 disks.

Wrap each disk in plastic wrap.

Refrigerate for 15 minutes.

Roll dough to a 1/4 inch thickness.

Cut out shapes using a 2 inch cookie cutter.

Transfer cookies to prepared cookie sheet.

Bake until lightly golden, about 12 minutes.