Steps:
- 1.To the bowl of a food processor, add flour and cayenne pepper; pulse to combine. Add butter, and pulse until the mixture resembles coarse meal, 8 to 10 seconds. 2.Add cheese to the food processor; pulse until combined. Transfer the mixture to a large bowl. 3.Using a fork, stir in milk and Worcestershire sauce until well combined. Have ready several pieces of parchment paper. 4.Form mixture into two 1-inch-diameter logs, and wrap in parchment. Transfer the logs to the refrigerator, and chill until very firm, at least 1 hour. 5.Heat oven to 350 degrees. Line two baking sheets with parchment paper. Remove logs from refrigerator, and cut each one into 1/4-inch-thick rounds. Place the rounds on prepared baking sheets, spaced 1 inch apart. 6.Bake the shortbread until golden, about 12 minutes, rotating baking sheets between shelves halfway through baking. 7.Transfer shortbread to wire racks to cool. Bake remaining dough.
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