Prepare the dough: In a large mixing bowl, beat the softened butter until it is completely smooth and creamy.
Add the cheese: Add the freshly grated cheddar cheese to the bowl and mix until well combined with the butter.
Form the dough: Stir in the all-purpose flour and the cayenne pepper, mixing gently until a soft, uniform dough forms.
Chill the dough: Shape the dough into a firm disk, wrap it tightly in plastic wrap, and refrigerate for 30 minutes. This essential step solidifies the fat and makes the dough much easier to handle.
Preheat the oven: Heat your oven to 350°F (175°C). Line two large baking sheets with parchment paper to prevent sticking.
Shape the cheese straws: Roll the chilled dough out on a lightly floured surface to about ¼-inch thickness. Use a sharp knife or a pizza cutter to cut the dough into thin strips, approximately 4–5 inches long, and carefully place them on the prepared baking sheets.
Bake: Bake in the preheated oven for 12–15 minutes, or until the edges are lightly golden and the cheese straws feel crisp.
Cool and serve: Allow the hot cheese straws to cool directly on the baking sheet for 5 minutes so they can firm up. Carefully transfer them to a wire rack to cool completely before serving, ensuring maximum crunch!