Grate cheese with the fine side of a box grater. In a stand mixer or using an electric mixer, cream together the room temperature butter and grated cheese, until the mixture is well mixed and fluffy.
In a another large bowl combine the flour, salt, and cayenne pepper -¼ teaspoon if you don't like it too spicy, or up to a ½ teaspoon if you like a lot of heat. Using a whisk, whisk together the flour, salt, and pepper to remove any lumps. Then slowly add the flour mixture to the butter and cheese mixture in the stand mixer.
Beat the dough on high for about 5 min. until the dough is very creamy. Be sure to scrape down the sides and bottom of the bowl occasionally.
Put your dough in a cookie press, and pipe about 3 inch long straws onto an ungreased baking sheet.
Bake 12-15 minutes in a preheated oven, until golden brown. Cool on wire racks. Store in an airtight container.