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1. Put a rack in the middle of the oven and preheat it to 400%.
2. Stir together the cheese, flour, and cayenne in a bowl.
3. Blend in the butter with your fingers until a dough forms.
4. Drop tablespoons of dough onto a sheet of wax paper and place 1 olive on each piece of the dough.
5. Lightly flour your hands and wrap dough around olives, enclosing each one completely. Transfer olives to a baking sheet with sides and bake until pastry is golden, about 15 minutes.
6. Serve Warm.
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