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Step 1
Combine butter, cheese, flour, cornmeal and cayenne (if using) in the bowl of a food processor. Pulse until mixture has the texture of wet sand. Transfer to a bowl. Using a fork, mix in egg until dough holds together. Turn out onto a sheet of parchment paper about 12 inches long. Top with another sheet of parchment and press dough into a ½-inch thick circle.Freeze for 15 minutes or refrigerate up to 3 days. Remove dough from freezer and roll into a rectangle about 8 inches wide and 10 inches long. Return to freezer for an additional 15 minutes.
Step 2
Meanwhile, if desired, paint almonds. Mix a tiny amount of food coloring with a tiny bit of water. Using a small paintbrush, paint color onto almonds and set aside. Remove dough from freezer and preheat oven to 350º. Peel off top sheet of parchment. Using a sharp knife or pizza cutter, cut the dough into two 8×5-inch sections. Then cut into about 30 ½-inch wide strips. Place strips on an ungreased cookie sheet. Sprinkle with coarse salt, to taste.
Step 3
Use your fingers to shape each strip, rounding the ends and bending in various directions to create a knobby shape. Using a sharp knife, score “knuckles” onto each “finger.” Lightly dab one edge of each finger with water, then gently press the almonds into the dough. Bake for about 15 minutes, until the fingers are golden and crisp. Transfer to a cooling rack to cool completely.