Beat the butter and cheese together for a few minutes until the ingredients are completely combined and look almost spreadable.
Add in the flour, mustard, salt and cayenne and beat until well combined, and then beat in the two tablespoons of water.
Once the dough is fully formed, lightly dust your work surface with flour, and knead the dough a few times to make sure it’s in a workable state. If it’s sticky, just add a little more flour.
Place a large sheet of parchment paper on the work table, and roll out the dough into about a one-quarter-inch thickness, keeping the dough in as much of a square shape as you can.
Put the dough sheet (still on the parchment) onto a baking sheet and refrigerate for 15 minutes or until it’s chilled through.
Preheat the oven to 425 degrees.
For baking, line two baking sheets with parchment paper, and cut the dough into strips that are about six inches long and one-quarter-inch wide.
Place the strips about one-half inch apart on the prepared sheets. Bake each sheet by itself for 12 to 15 minutes or until the straws are crisp and browned around the edges. Let them cool on the counter before placing them in an airtight container.