- Preheat oven to 200°C (400°F).
- Put flour, cheese, Parmesan, salt, and cayenne pepper into a food processor. Blend for 30 seconds.
- Add diced butter and egg yolk.
- Use pulse setting to blend until mixture is smooth and forms a ball.
- Divide the dough in half and shape into two rolls, 3 cm (1¼ in.) in diameter. Roll in walnuts.
- Wrap in plastic wrap and refrigerate 2 hours or until dough is firm.
- Cut rolls into ½ cm (1/8 in.) slices and place on a parchment-lined baking sheet. Bake on upper rack for 12 minutes, or until nicely coloured.
- Set aside to cool. Serve as an appetizer with olives and fresh vegetables.
- Will keep at room temperature for one week in an airtight container.
Using cheddar produces shortbread with a more intense flavour while the Oka shortbread will have a milder taste.