How to Make It
Sift the flour, mustard, salt and cayenne into a medium bowl. Using an electric mixer, beat the cheese and butter on low speed until well blended. Gradually beat in the flour until completely incorporated. Add the water and beat for 1 minute.
Turn the dough out onto a lightly floured surface and knead 5 times. On a large sheet of wax paper, roll the dough into a 12-by-9-inch rectangle. Slide the dough onto a cookie sheet and refrigerate until chilled, about 15 minutes.
Preheat the oven to 425°. Cut the dough in half crosswise, then cut it into 6-by-1/4-inch strips. Transfer the strips to 2 cookie sheets. Bake 1 sheet at a time for about 14 minutes, or until the cheese straws are golden brown and crisp. Let cool slightly, then transfer to a rack to cool completely.