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