Using a food processor or your hands, mix the butter and cheese. Add the flour, salt, cayenne and half and half and stir until it becomes a ball. Taste and adjust seasonings.
Roll out the dough into a rectangle that is 1/4 inch thick, and using a pizza cutter, cut the dough into rectangles 2″x1″ rectangles. Alternatively, you can form dough into marbles and press with a fork.
Poke 4 holes in the top of each cheese straw with a fork.
Bake on a parchment-lined cookie sheet for 15 minutes. Cool and then serve.