Preheat oven to 220º C. Put the tray in to heat.
Sift flour, baking powder, salt, sugar and cayenne pepper into a bowl. Mix in cheese. Make a well in the centre.
Add the milk, mix quickly with a knife.
Turn out onto a floured bench and quickly shape into a 3 cm thick rectangle.
Cut into 8 and put on to your floured, hot tray.
Bake for 15-20 minutes.
