Preheat the oven to 300 degrees F.
Sift the flour, salt and cayenne into a bowl and reserve. With an electric hand mixer cream together the butter and cheese. Add the flour mixture 1/2 cup at a time until the batter is smooth. Scrape the batter into a 1 gallon resealable plastic bag. Cut a corner from the plastic bag and on an ungreased sheet pan, pipe 2 rows each for every straw, about 5 inches long and 2 inches wide.
Bake for 10 to 15 minutes or until lightly browned. Remove to racks to cool.