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Preheat oven to 350 degrees.
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In large bowl, beat butter and cheese until well blended at medium speed.
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Add flour and cayenne pepper, and beat in well, for 5 minutes, or until VERY creamy.
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Put mixture into pastry bag or cookie press that is fitted with a star tip.
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Pipe 5-inch long strips about 1-inch apart from each other onto an ungreased cookie sheet.
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Bake ONE COOKIE SHEET AT A TIME, 18-20 minutes until lightly golden.
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Put the pastry bag/cookie press into the fridge or freezer while each tray is cooking. Otherwise, the butter and cheese gets too soft, and you get cheese "crackers" instead of straws!
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Cool each tray for 5 minutes, (I prepare the next tray while they are cooling) then move the cooled straws to a wire rack.
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Keeps well in air-tight containers.