Preheat oven to 375 degrees with racks in center and lower third. Line two baking sheets with parchment paper, and set aside.

In the bowl of an electric mixer fitted with the paddle attachment, cream the butter, sugar, orange zest, and vanilla until light and fluffy. Add the eggs and yolks one at a time, beating until combined and smooth after each addition. Add flour and cornmeal, and beat on low speed until just combined.

Spoon one-third batter into a pastry bag fitted with a start tip (Ateco No. 825). Pipe batter into S shapes, each about 3 inches long, onto prepared baking sheets about 1 1/2 inches apart.

Place in oven, and bake until edges and bottoms are golden brown, about 22 minutes, rotating sheets halfway through. transfer to a wire rack; let cookies cool on baking sheets 5 minutes, then transfer to wire rack to cool completely.