In a mixer with the whisk attachment, beat the coconut oil (or butter) with the sugar until light and fluffy. Beat in the egg yolks until well combined, then beat in the milk, baking powder, salt, lemon zest, vanilla and grappa.
With a paddle attachment, stir in the cranberries and pine nuts. Then, a little at a time, add the cornmeal flour and cake flour, alternating each. The dough will be very dense.
Using a cookie dough scoop, drop cookies on a prepared cookie sheet (lined with parchment paper or silpats) about two inches apart. Bake at 375 degrees for 12 to 14 minutes until just light golden around the edges. Do not overbake. Cool on wire racks.
You can dust with powdered sugar before serving. The zaleti will keep in an airtight container for up to a month.