Combine the dry ingredients: In a medium bowl, whisk the flour, paprika, cayenne, and salt until combined.

Make the dough: Add the freshly shredded cheese and softened butter to the bowl of a stand mixer fitted with the paddle attachment and beat on medium speed until combined, about 2 minutes. You can also do this in a large mixing bowl with a hand mixer. Add the dry ingredients and beat on low speed to combine. If needed, add the water, a teaspoon at a time, until a dough forms. The dough should resemble play dough—soft, not dry, but not sticky. Press a piece of plastic wrap directly against the dough and let it rest while the oven preheats.

Preheat the oven to 350°F. Line 2 large sheet pans with parchment paper.

Form the cheese straws: Once the oven has preheated, scoop the dough into a cookie press fitted with a large star disk. Pipe onto the baking sheet in 2- or 3-inch lines, leaving about a ½ inch between each straw. Alternatively, roll out half of the dough on a lightly floured surface into a rectangle ⅛-inch thick. Use a pizza or pasta cutter or sharp knife to cut into ½-inch strips. Twist them several times or leave them as plain strips, and arrange on the baking sheets. Repeat with the remaining dough.

Bake: Bake the cheese straws until they are crisp, brown on the bottom, and light brown on top, 14 to 17 minutes. If you’re baking 2 baking sheets at once, rotate them halfway through. Let cool on the pan. Cheese straws can be a bit brittle when they’re warm, so handle them gently to avoid breaking them in half. Cool completely before serving. Store for up to a week in an airtight container. If your cheese straws lose some of their crispness, re-crisp them briefly in a toaster oven and cool before serving. Love the recipe? Leave us stars below?