In a large bowl, mix the butter and cheddar until smooth and creamy.
Stir in the cayenne pepper, adjusting to taste if you want more heat.
Gradually add the flour, mixing until the dough becomes soft and workable. Use your hands if needed and knead lightly.
Shape the dough into small ropes about ½ inch thick and 3–6 inches long. Place them on the baking sheets, leaving space between each piece.
Lightly sprinkle the tops with extra cayenne.
Bake for 15–20 minutes, until golden and crisp.
Let cool briefly, then transfer to a rack. Serve once cooled and enjoy.
Store in an airtight container for up to 3 days.