Place cheese, flour, chili powder, cumin, and salt in the large bowl of a food processor. Using the metal blade, mix the ingredients together. Blend until well mixed and the cheese is finely chopped.

Add butter and process until the cheese mixture looks like wet sand. Add egg yolks and water; process until dough starts to hold together. Watch the dough carefully and stop the machine as soon as the dough starts to clump together; it will look rough.

Pinch a piece of dough together with your thumb and index finger; if the dough holds together, it’s ready. If it isn’t clumping or looks too dry and crumbly, sprinkle in a small amount of water and pulse 1 to 2 more times.

Remove the dough from the machine and place on a clean work surface. Using your hands, form into a tight ball, then press into a rectangle. Wrap and chill for at least 1 hour or until well chilled.

Preheat oven to 350 degrees f. Line 3 half-sheet pans (or other large rimmed cookie sheets) with parchment paper.

Remove dough from refrigerator and let sit at room temperature for 15 to 20 minutes or until soft enough to roll.

Roll dough into a 1/4-inch thick rectangle. Cut into 1/2-inch wide strips. Cut strips into pieces 3 to 3 1/2 inches long. Twist pieces 2 to 3 times and place 1/2 inch apart on prepared sheet pans. Push down to flatten ends (this will keep the straws from unraveling).

Bake for 15 to 20 minutes or until golden brown on the edges. If not baking in a convection oven, rotate the pans after 8 minutes.

Remove from oven and let straws cool completely on the pan.

Serve with pepper jelly as a dipping sauce.