Stir together the Cheddar, cream cheese, pimientos, onion, cayenne, 1/2 teaspoon salt and several grinds of pepper in a mixing bowl until combined and creamy. Divide the cheese mixture into 12 heaping tablespoons and shape into balls. Chill the balls until firm and cold, about 20 minutes.
Preheat the oven to 375 degrees F. Coat a 12-cup muffin tin with cooking spray.
Whisk together the cornmeal, flour, sugar, baking powder and 1/2 teaspoon salt in a medium bowl. Whisk together the buttermilk, butter and beaten egg and yolk in another medium bowl. Fold the egg mixture into the cornmeal mixture using a rubber spatula, mixing until a slightly lumpy batter just comes together.
Fill each prepared muffin tin cup about halfway full with some of the batter. Put a chilled cheese ball in each muffin cup, pushing down slightly so the batter swells up around the cheese. Top evenly with the remaining batter (each cheese ball will be completely covered) and dust lightly with cayenne. Bake until golden, about 15 minutes.
When measuring flour, we spoon it into a dry measuring cup and level off excess. (Scooping directly from the bag compacts the flour, resulting in dry baked goods.)
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