Preheat oven to 325 degrees F. Line baking sheet with parchment or silpat baking sheets.
Mix flour, cheese, salt, rosemary and cayenne pepper together in a food processor. Add butter and pulse until dough begins to come together. Finish bringing dough together with hands.
On a lightly floured board, gently roll or press dough out to between 1/8" to 1/4" thick. The thinner the dough, the more quickly it will bake, and the crisper the shortbread will be. Using a cutter, or knife, cut out cookies in desired shape. Re-roll remaining dough. Although the more you work it, the tougher the dough becomes.
Place shortbread on lined cookie sheets and chill 20-30 minutes.
Bake at 325 degrees F. for 20-30 minutes, or until lightly brown around the edges, and depending on how thin or thick you roll the dough out. Cool on wire racks. Store in an air-tight container for up to a week.
Makes about 30 2 1/2", or 5 dozen 1" rounds.