Preheat oven to 400 degrees F (205 degrees C). Grease or line a baking sheet with parchment paper.
Combine the flour, baking powder, cayenne pepper, salt, grated cheese and butter or margarine in a bowl and mix until well combined. Add water a little bit at a time to make a very stiff dough.
On a lightly floured surface, roll pieces of the dough into just slightly thicker than pencil shaped sticks. Cut sticks into 4 to 5 inch lengths. Arrange the pieces on the baking sheet.
Bake at 400 degrees F (205 degrees C) for 5 minutes or until browned.
