Preheat the oven to 220 C / Gas 7. Line a baking tray with baking parchment.
Cut the butter or margarine into cubes and put into a mixing bowl, sift all the dry ingredients into the bowl and add the cheese.
This is the messy part, rub the cheese, butter and dry mix together until well combined. Add an egg yolk and mix with a wooden spoon then add the Worcestershire sauce. You may need to add a little more flour if your mix is too wet and if the mix is to dry, add the second egg yolk or a splash of milk to form a dough.
Sprinkle some flour onto your work surface and roll out your cheese dough until it's 1 to 2 cm thick. Cut out your straws (to the desired length) and place onto the prepared baking tray.
Bake for 10 to 15 minutes or until lightly brown. Remove from the oven and allow to cool on the tray, then enjoy!