Preheat the oven to gas 8 / 230C / 450F and line a baking sheet with parchment paper
Mix the flour and cayenne together
Pulse the butter and flour together in a food processor until crumbly as if making pastry. Add some ice water if the dough needs help coming together
Tip onto a lightly floured surface and knead the cheeses into the dough
Break even-sized pieces of the dough off and roll by hand into a straw shape
Place on the baking sheet and bake for around 6 - 8 minutes or until lightly golden
You can form balls and flatten them too. Give them an extra few minutes to bake
Let cool on a wire rack once firmed up enough to move them
Best eaten the same day. Dough can be frozen. If turning soft, the baked cheese straws can be firmed up with a few minutes back in the oven at the same temp
