How to Make It
Sift the flour, cocoa powder, cayenne and sea salt into a bowl and whisk to combine. In a standing mixer fitted with the paddle, beat the butter with both sugars at low speed until creamy. Add the egg yolk and beat until smooth, then add the dry ingredients and beat until incorporated.
Turn the dough out onto a work surface and knead gently until it comes together. Divide the dough in half and press each half into a disk. Roll out each disk between 2 sheets of wax paper to about 1/4 inch thick. Slide the wax paper–covered disks onto a baking sheet and freeze for at least 1 hour, until very firm.
Preheat the oven to 350° and line 2 large baking sheets with parchment paper. Working with one piece of dough at a time, peel off the top sheet of wax paper. Using a 1 1/2-inch round cookie cutter, stamp out the cookies as close together as possible. Arrange the cookies about 1 inch apart on the parchment paper–lined baking sheets and sprinkle with some Maldon salt.
Bake the cookies for about 15 minutes, until they are just firm; shift the baking sheets from top to bottom and front to back halfway through. Let the cookies cool on the baking sheets for 3 minutes, then transfer them to a wire rack to cool completely.