In a mixer, beat the butter with the powdered sugar. When well blended, add the egg yolks and incorporate well. Add the flour and cornmeal, a pinch of salt, vanilla and optional liqueur. Blend into a stiff dough. Let rest in the refrigerator for at least 30 minutes.
Remove the dough from the fridge and place it in a pastry bag with a 1/2-inch serrated tip. Squeeze rigid tubes, at least two to three inches long, directly onto a baking sheet lined with parchment paper, then bend them slightly into the traditional shape.
Put the baking sheet in the refrigerator for around 10 minutes to cool.
In the meantime, preheat the oven to 325°F, then bake for 15-16 minutes. Remove and let cool.