Preheat the oven to 350 degrees F. Butter a 9-inch round springform pan.
In a food processor, pulse the flour, polenta, sugar, almonds, lemon zest, and salt until well mixed. Add the egg yolks and rum, and process until the mixture looks crumbly, 30 seconds. Add the butter and process just until it starts to look as if it would hold together.
Crumble the mixture evenly into the prepared pan, but do not press it down. Sprinkle the top with the confectioners' sugar. Bake in the oven until light golden, 40 to 45 minutes.
Remove the sides of the springform pan, and immediately cut the cookie into serving pieces. Serve warm or at room temperature.
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