Hello, thanks for your question.
I could not find the exact recipe you are referring to, but I did find the one here which is similar and made with almonds.
Cornstarch is used because it provides a delicious, tender, melt-in-your-mouth sensation. The cookies are then dipped in powdered sugar for a great lasting taste. So no, the cornstarch should not leave an after taste in your mouth.
Answered 11/28/2012 by mgoetz