Combine flour, cornmeal, baking powder, and salt in a medium bowl. Beat butter and sugar in a large bowl until light and fluffy, about 3 minutes. Add eggs, one at a time, beating well after each addition. Add lemon zest and vanilla. Gradually add flour mixture and beat until well combined. Divide dough into 3 sections and shape into disks. Wrap in plastic wrap and refrigerate 3 hours or overnight.
Preheat oven to 350 degree F. Line cookie sheets with foil. Working on one disk at a time, roll out dough on a lightly floured surface until it's 1/4-inch thick (if too firm, let stand 5 minutes). Using a 5-inch tree cookie cutter, make as many shapes as possible. Transfer shapes to the prepared cookie sheets about 2 inches apart. Use a large straw, apple corer, or a 1/2-inch round pastry tip to remove circles of dough from the tree shapes to look like ornaments. If the dough becomes too warm refrigerate for 5 minutes.
Bake for 6 minutes, or until set, but not browning. Place on a wire rack. Sprinkle crushed candies into the openings. Return cookie sheets to the oven and bake until candy is melted and smooth, about 3 minutes more.
Transfer cookie sheets to a wire rack and cool completely. Carefully peel the cookies from the foil. Repeat with dough and candies. Makes about 27 cookies.