Prepare the Dough: In a food processor, combine the almond flour, xanthan gum, salt, and cayenne pepper (if using). Pulse a few times to mix. Add the shredded cheddar and grated Parmesan cheeses. Pulse until the cheese is well-incorporated.

Add the Butter: Add the cold, cubed butter to the food processor and pulse until the mixture resembles coarse crumbs. The butter should be well-distributed.

Form the Dough: Drizzle the cold water into the food processor while pulsing until a dough just begins to form. Be careful not to overmix. The dough should come together into a ball when you press it with your hands.

Chill and Roll: Form the dough into a flat disc, wrap it tightly in plastic wrap, and chill in the refrigerator for at least 15 minutes. This makes the dough much easier to handle.

Cut the Straws: On a sheet of parchment paper, roll out the chilled dough into a rectangle, about 1/4 inch thick. Use a sharp knife or a pizza cutter to cut the dough into long, thin strips, about 1/2 inch wide and 4-5 inches long. For a classic twist, gently twist each strip before placing it on a baking sheet.

Bake the Cheese Straws: Place the strips on a baking sheet lined with parchment paper. Bake at 350°F (175°C) for 15-20 minutes, or until the keto cheese straws are golden brown and firm to the touch.

Serve: Let the straws cool on the baking sheet for a few minutes before transferring them to a wire rack to cool completely. They will become crispier as they cool. Serve immediately or store in an airtight container.