In a bowl, combine parmesan, flour, pepper and cayenne and mix until evenly incorporated.In a mixing bowl or the bowl of a stand mixer, combine butter and cream cheese. Beat on medium-high speed until smooth and creamy, 2 to 3 minutes. Add parmesan mixture and work in with your fingers until it forms a round ball of soft dough.Divide dough into two pieces and roll into balls; flatten slightly. Wrap tightly in 2 layers of plastic wrap. Refrigerate overnight until firm. (You can also freeze the dough for use at a later time).Preheat oven to 375 degrees F. Let dough return to cool room temperature for about 20 minutes before rolling out. Keep one dough disc in the fridge while you roll out the other.On a lightly floured surface or between two layers of waxed paper roll into an oblong 1/4-inch thick. Cut into 1-by-3-inch strips. Arrange on parchment-lined cookie sheets, leaving 1/2 inch of space between them. Brush with lightly beaten egg; sprinkle with paprika or poppy seeds if desired.Refrigerate for 30 minutes, then bake for 12 to 15 minutes or until puffed and golden brown on the bottoms. Cool on wire racks before storing in an airtight container for up to 5 days (recrisp slightly in a 375 degree oven, if desired).