Combine the flour, baking powder, cheese, Parmesan and cayenne in a bowl. In a separate bowl beat the egg and milk together.

Combine the two mixtures together stirring only until combined. Mix the dough to a stiff consistency and roll or pat out on a floured surface, to a thickness of about half to three-quarters of an inch.

Cut out into desired shapes and place on a lightly greased cookie sheet.

Bake at 450° for 10 minutes or until browned on top. Serve hot with butter.