In a bowl combine the cheese, paprika, salt and cayenne and chill until later.
Roll the rectangle out slightly larger than it is and cover right half of it with cheese and paprika. Fold left side to cover the cheese and press edges together. Roll dough out again to a rectangle which is 9 by 12 inches.
Refrigerate dough on a cookie sheet while you preheat the oven to 375 degrees.
Preferably with a pizza wheel cut dough into 1/2-inch wide by 12-inch long strips. Twist the strips into corkscrew shapes and set on a baking pan, pressing ends down so they stick to the pan (helps keep the shape) Bake for 20 minutes. Cut into smaller "straws".