Place first 4 ingredients in a mixing bowl; beat at medium speed with an electric mixer 2 minutes or until well blended. Add cornmeal and chopped pecans, beating just until blended. Gradually add flour, beating at low speed until blended. (Dough will be crumbly, yet moist enough to cling together when pressed.)
Roll out dough 1/4" thick on a sheet of parchment paper. Cut out dough using a 2" round cookie cutter, and place rounds 1" apart on parchment paper-lined large baking sheets.
Bake at 350° for 15 to 17 minutes or until lightly browned and crisp. Remove shortbread from baking sheets, and cool completely on a wire rack. Re-roll scraps of dough 1/4" thick, cut out, and bake as above.