Sift the flour with the cayenne pepper, mustard and salt and tip into a bowl.
Cut the butter into the bowl and rub through the flour with your fingertips, as if you were making pastry. Add the cheese and rub in thoroughly. Beat the egg yolk with the water and add just enough to the mix to enable you to pull it together and shape it into a flat disc. Wrap in plastic wrap and refrigerate 30 minutes, then take out and allow to come back to room temperature. Preheat the oven to 190 degrees C/375 degrees F.
Roll out dough thinly, then cut into long strips about 30 cm in length. (Don't cut off the uneven ends- that's what makes them look home-made!) Lay the strips carefully on a couple of lightly-oiled baking sheets and bake for about 12-15 minutes until golden brown. Leave on trays for 10 minutes then transfer carefully to wire racks to finish cooling.