Beat the egg whites until stiff but not dry. Stir in the cheese, cayenne and flour. With floured hands shape into walnut-sized balls and press a cube of chorizo into the center. Heat the oil at least 1/2 inch deep to about 390 to 400 degrees and fry until golden. Drain on paper towels. Or better, use a deep fryer. (May be kept warm in a 200 degree oven for up to 30 minutes). Spear a cucumber piece on top of each cheese puff with a toothpick.;
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