Bring the butter to room temperature. Put the butter and cheese in a food processor. Add the flour, salt, cayenne, and Worcesterhire. Cover and blend thoroughly. Wrap in waxed paper or plastic wrap and chill for at least 1 hour.
Preheat oven to 300 degrees.
Roll small amounts of dough into a long tube about the width of a straw cut in desired lengths. Tip: use a flat block or flat wide dish bottom to roll them uniformly. (Or, alternately, roll dough out on a floured surface to about 1/8- inch to 1/4- inch thickness, cut into strips with zigzag pastry wheel or cut into regular strips, and gently twist.)
Arrange the strips on 1 or 2 ungreased baking sheets. Bake in preheated 300 degree oven for 20 to 25 minutes, or until the straws are crisp and lightly browned. Remove and let cool.
Makes about 5 to 6 dozen.
Appeared in print on 12/2/09