Preheat the oven to 180°C/ gas mark 4. Combine the cheese, salt, pepper and cayenne in a medium bowl and stir to combine.
Add the butter. Using a hand mixer, beat the cheese mixture and butter until combined. Add the flour 35g at a time, mixing only until incorporated and the mixture holds together.
Place tablespoon-sized balls of the dough on 1 or 2 greaseproof paper-lined baking sheets, tapping the dough down gently with your fingertips. Bake until just beginning to brown at the edges, about 15 mins. Allow to cool on the baking sheet for a few mins. Transfer to a serving plate.