12 ounces grated extra-sharp cheddar cheese, at room temperature
8 tablespoons (1 stick) salted butter, at room temperature
1 large egg
1 1/2 cups flour, plus more for the work surface
1/2 teaspoon cayenne pepper
1/2 cup toasted chopped pecans (see NOTE)
4 ounces habanero or other hot pepper jelly (may substitute onion marmalade)
Combine the cheese and butter in the bowl of a stand mixer or hand-held electric mixer; beat on medium speed until well incorporated. Add just the yolk of the egg (reserving and refrigerating the egg white) and beat until well combined.
Whisk together the flour and cayenne pepper, then add them to the cheese mixture and beat on low speed until well combined. The dough will seem dry.
Lightly flour a work surface. Turn the contents of the bowl out onto the floured surface and knead to form a firm dough. Shape it into a 6-by-8-inch block, about 1 inch thick, then wrap in plastic wrap and chill overnight.
The next day, line 2 baking sheets with silicone liners or parchment paper. Cut the dough into 48 cubes of equal size. Shape each cube into a round ball.
Beat the reserved egg white until frothy. Set the pecans out on a plate.
Dip the balls of dough into the egg white and then roll in the pecans; place them on the baking sheets, spacing them 1 inch apart.
Preheat the oven to 350 degrees; meanwhile, chill the dough balls (about 20 minutes).
Transfer 1 sheet of dough balls to the oven and bake for 5 minutes. Remove from the oven; use the end of a wooden spoon, a melon baller or your thumb to make a well in the center of each cookie. Fill the well with jelly, using about 1/2 teaspoon for each cookie.
Return the baking sheet to the oven and bake for 18 minutes. Cool completely on the baking sheet before serving or storing. Repeat to use all of the dough.
NOTE: Toast the nuts in a small, dry skillet over medium heat for a few minutes, until they are fragrant and lightly browned, stirring often to keep them from burning.
Makes 48 cookies.
The dough needs to be refrigerated overnight. The cookie dough, after being rolled in egg white and dipped in the nuts, can be frozen on baking sheets until firm, then transferred to freezer-safe resealable plastic food storage bags. Bake as needed, straight from the freezer. The baked cookies can be stored in an airtight container for up to 1 week.
From Cathy Barrow, who blogs at MrsWheelbarrow.com.