Preheat oven to 400F and line two baking sheets with parchment paper.

Prepare the dough. By hand: Cut the cold butter into small dice and place in a medium-sized bowl. Pour flour over top. Rub butter and flour with the fingers until it’s the texture of coarse crumbs with some pea-sized pieces of butter scattered throughout. In a food processor: combine flour and diced butter in the bowl of a food processor and pulse until mixture is the texture of coarse crumbs with scattered pea-sized pieces of butter. Transfer to a medium-sized bowl.

Add all the cheddar and half the Parmesan to the bowl of butter and flour. Mix with a fork. Add 3 to 4 Tbsp of milk, stirring with a fork, until a piece of dough clumps together when pinched with the fingers.

Transfer the dough—it will be quite crumbly—to a sheet of parchment paper dusted with flour. Press it with your hands into a rectangle of about 9 inches by 5 inches.

Working from the long side, fold the top third of the dough over, followed by the bottom third, as if you’re folding a letter in three.

Pat or roll the resulting rectangle out to 9 x 5 inches again and repeat the folds. (As you work, the dough will become less crumbly.) Wrap the dough in parchment and chill for 30 minutes.

Roll dough into a rectangle of about 12 x 9 inches and 3/8-inch thick. Trim the rough edges and reserve the trimmings. Sprinkle the rectangle with most of the remaining Parmesan.

Working from the short side, cut dough into strips about 1/2-inch wide, placing each strip on the prepared baking sheets. To make twists, simply twist each strip of dough before laying it on the sheet.

Gather the trimmings into a clump, roll out again and cut into as many 1/2-inch wide strips as you can (don’t worry too much about the length).

Bake for 18 to 20 minutes until golden and crispy. Eat warm or at room temperature, with a sparkly beverage. Store in a cookie tin in a cupboard—will keep for about one week. Heat the cheese straws on a baking sheet at 350F for 10 minutes, to perk them up again after a few days.