Step 1

For the cookies: Whisk together the flour, cornstarch, baking powder, salt and baking soda in a medium bowl.

Step 2

Combine the butter and granulated sugar in the bowl of a stand mixer fitted with the paddle attachment and beat on medium speed until pale and fluffy, about 4 minutes. Reduce the speed to low and add the eggs, one at a time, mixing after each addition until totally combined, about 1 minute. Add the vanilla and zest and mix to combine, about 30 seconds. Turn the mixer off, scrape down the sides of the bowl with a rubber spatula then add all of the flour mixture. Mix on low speed until everything is well combined, scraping down the sides again if necessary, making sure not to overmix. Cover and refrigerate until the dough is completely chilled, at least 2 hours or up to overnight.

Step 3

Position racks in the upper and lower thirds of the oven; preheat to 350 degrees. Line 2 baking sheets with parchment paper. Lightly flour a clean work surface. Scoop out 1 tablespoon of the dough and roll it into a rope, 5 to 6 inches long. Tie it into a loose knot and place on a prepared baking sheet. Repeat with the remaining dough. If the knots start to get warm, refrigerate until firm, about 10 minutes.

Step 4

Bake on the upper and lower racks until the tops of the cookies are dry and set and the bottoms are golden, rotating the baking sheets front to back and switching rack positions, halfway through, about 15 minutes total.

Step 5

For the glaze and sprinkles: Meanwhile, whisk together the confectioners’ sugar, lemon juice, salt and 1 tablespoon of the milk in a medium bowl until smooth. Whisk in the remaining 1 tablespoon milk if needed—the glaze should be the consistency of heavy cream.

Step 6

Place the sprinkles in a small bowl. Once the cookies are cool enough to handle, dip the tops in the glaze, letting any excess run off, then dip in the sprinkles. Transfer the cookies, glazed-side up, to a wire rack and let cool completely. The cookies can be stored in an airtight container at room temperature for up to 5 days.