Preheat the oven to 350°F. Line cookie sheets with parchment paper.
Sift the flour and cornstarch into a bowl and set aside.
In a stand mixer fitted with the paddle attachment, cream the butter on medium speed until light (in color) and smooth, 2 minutes. Add the sugar and orange and lemon zests; cream until light and smooth, scraping down the bowl with a rubber spatula as needed, about 3 minutes. On low speed, stir in the sifted dry ingredients until just blended. Scrape down the bowl as needed during creaming and mixing to blend evenly.
Roll the dough out on a lightly floured work surface to 1/4-inch thickness, sprinkling with flour as needed to prevent sticking. Cut into 2-inch rounds and place on the prepared cookie sheets.
Bake until the edges of the cookies are a very light gold, rotating pans as necessary to bake evenly, (be sure to use oven mitts, as trays will be hot!!) 20 minutes. Transfer to wire racks and let cool completely. Bake the remaining dough in batches as directed.
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