Preheat oven to 375°. Butter and lightly flour madeleine pan (see the Guide). In medium bowl, whisk both flours and salt together. In bowl of an electric mixer with whisk attachment, beat eggs and sugar together. Add vanilla and lemon zest, then flour mixture; beat until just combined. On low speed, pour in melted butter in a steady stream; mix until incorporated.
Spoon rounded tablespoon batter into each form. Bake 5 minutes; reduce oven to 350°; bake until golden, 8 to 10 minutes more. Let cool slightly; remove from pan. Dust with confectioners' sugar, and serve.