Observations, and laboratory and numerical studies, of fluid flows with strong rotation and thermal forcing often show long-lived convective Taylor columns (CTCs) which carry a large portion of the vertical heat and mass fluxes. However, owing to experimental and numerical challenges, these structures remain poorly understood. Here we present a nonlinear, analytical multiscale model of CTCs in the context of rotating Rayleigh-Bénard convection that successfully matches numerical simulations and provides a new multiscale interpretation of the Taylor-Proudman constraint.