Spread olives on dish towel and roll around to dry. Pulse flour,
paprika, pepper and cayenne in food processor until combined,
about 3 pulses. Add cheese and butter and pulse until mixture
resembles coarse crumbs, about 12 pulses. Add egg, water and
Worcestershire and process until dough ball forms, about 20
Working with 2 t. dough and one olive at a time, pat dough into 2-
inch circle; place olive in center of dough; form dough around olive;
and roll cheddar olive between your hands to make uniform ball.
Place on large platter, cover tightly with plastic wrap, and
refrigerate for 1 hour or up to 24 hours, or freeze to bake later.
Adjust oven racks to upper-middle and lower middle positions
and heat oven to 350. Line 2 rimmed baking sheets with
parchment paper. Space balls evenly on sheets. Bake until
bottoms are well browned and tops are golden, 16-18 minutes.
If baking from frozen, bake 25 minutes. Switch and rotate sheets
halfway through . Transfer cheddar olives to wire rack and let
cool about 30 minutes before serving.
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