Carefully remove the pith from the zested oranges, being careful to keep them whole.
Slice into thin rounds, picking out and discarding the pips. Set aside.
Heat the oven to 180C/160C fan/gas 4. Butter and line the base of a 23cm loose-bottomed cake tin with baking parchment.
Put the tin on a baking sheet, then arrange the orange slices in the base, overlapping slightly to cover as much of it as possible.
Beat the butter, sugar and zest together until pale and fluffy. Mix in the eggs, one at a time, folding in a couple of spoonfuls of flour between each addition to prevent the mixture from curdling.
Fold in the remaining flour, polenta and baking powder followed by the yogurt. If the mixture seems a little dry, add 2-3 tbsp milk.
Bake for 35-40 mins until a skewer comes out almost clean. Serve in slices. Will keep chilled for up to three days.