Preheat oven to 325 degrees F. Lightly oil a cookie sheet and set aside.
Blend together butter, Splenda Granulated Sweetener, and vanilla in a medium sized mixing bowl until butter is softened. Add egg substitute, lemon juice and zest. Mix briefly. Add flour, cornmeal, baking powder and nutmeg. Mix using a hand mixer on low speed (or by hand) until dough is formed. Do not over mix.
Remove dough from bowl and divide in half. Roll each half into a log approx. 1 inch thick in diameter. Cover with plastic wrap and freeze 1-2 hours, allowing dough to chill and become firm.
Remove dough from freezer, unwrap and cut into slices approximately 1/4 inch thick. Place cookies on prepared cookie sheet.
Bake in a preheated 325 degrees F oven 8-10 minutes or until lightly browned.