In a food processor fitted with the metal blade, combine the cheese, butter, salt, cayenne, and hot sauce by pulsing several times until well blended. Add the flour and pulse until the dough forms a ball.
Preheat the oven to 375 ℉. Fit a cookie press with the ribbon or star template.
Press long, continuous strips of the dough 2 inches apart onto uncreased cookie sheets. Using a sharp knife score the strips every 3 inches. Bake for 10 to 12 minutes, or until the edges just begin to brown over so slightly.
Remove the cheese straws from the oven and cut or break on the scored lines. Place them on a rack to cool completely. Store in an airtight container.