Preheat oven to 325°F / 160°C

1. Grate the cheese by hand or in a food processor. Cut the butter into pieces and blend it with the cheese, in the processor or with an electric mixer, until smooth. Add the cayenne pepper, salt and flour. Mix well.
2. You can prepare the straws with a cookie press, using the thin serrated ribbon blade to create 3-inch straws. Or you can form the dough into small balls, then roll them into thin rounds. Use the tines of a fork to etch groves into the rounds.
3. Lay the straw on a lightly greased baking sheet and bake until done, about 30 minutes. The straws should have a slight tinge of brown on the bottom but not on the top.