In a medium bowl, stir together flour and cheese. Work in the butter with fingertips until evenly mixed. Work in egg yolk to form a firm dough. Wrap dough in plastic wrap and leave to rest in a cool place for about 30 minutes.
Heat oven to 400 degrees F. On a lightly floured surface, roll dough to 1/4-inch thick. Cut out 2 1/2-inch rounds and place on baking pan. Gather dough scraps and roll once again. Bake until golden, about 15 minutes.
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