Preheat oven to 300 degrees. Line 3 baking sheets with parchment paper or a silicone baking mat. Set aside.
Add butter to a stand mixer with a paddle attachment and beat on medium until butter is creamy, about 1 minute. Add cheese and beat on medium until the mixture is as fluffy as whipped cream, about 15-20 minutes.
In a separate bowl, whisk together flour, salt, cayenne, and fresh rosemary together. Add mixture to the butter mixture. Turn mixture to low and mix just until dough forms.
Place dough into a piping bag fitted with a large star tip or a cookie press with a star tube. Press out 3-inch straws until the baking sheet is full, leaving less than an each between them. Bake in preheat oven for about 25 minutes, or until the bottoms of the straws are lightly browned.
Remove from the oven and place on baking rack. Let the straws cool completely before serving.