Cheesy Wrapped Cocktail Olives

1. Prepare the Dough

Preheat your oven to 350 degrees. In a large bowl, cream the unsalted butter until smooth. Fold in the grated sharp Cheddar cheese. Add the all-purpose flour, kosher salt, ground cayenne pepper, and a dash of Worcestershire sauce to the mixture and stir until just combined. Whisk the egg with a splash of cold water and gently mix it into the dough. Chill the dough in the refrigerator for about 30 minutes.

2. Wrap the Olives

Take a piece of chilled dough and press it into a thin circle between your palms. Place a pimento-stuffed cocktail olive in the center and wrap the dough around it, pinching the seams to enclose the olive completely. Repeat this process until all olives are wrapped and place them on an ungreased cookie sheet, spaced apart.

3. Bake and Serve

Bake the wrapped olives in the preheated oven for about 15 minutes, or until the dough is set and slightly golden. Serve hot.