In a wide and deep bowl, mix the cubes of butter with the flour and a pinch of salt. We use our fingertips to do not give heat to the dough and obtain a kind of crumbs.
Add the grated cheddar cheese, the two egg yolks and a tablespoon of olive oil. Add a bit of ground black pepper and a bit of paprika to color. Knead until all the ingredients are well integrated.
Wrap the dough in plastic wrap, flattening to give disc shape, and let it rest in the fridge for 30 minutes or in the freezer for 10 minutes. Roll out the dough on a floured surface, using a rolling pin, and cut the way you like. We can make triangles and make holes to resemble pieces of Gruyère cheese.
Place the cookies on a baking tray covered with parchment paper and return it to the fridge or freezer until be very cold. Then we cook them in the oven at 180 ºC, with heat up and down, for 10 minutes. Let cool before serving.