1) In a medium pan, melt butter, water, and salt over medium heat. Once melted, stir in flours and stir until dough is combined and smooth, a few minutes. Keep the pot over the heat as you stir it.
2) Remove dough from heat and let it cool to room temperature, then mix in eggs one at a time either with a stand mixer or with a large wooden spoon.
3) Mix in cheddar cheese and cayenne pepper (optional) well.
4) Pipe dough onto a baking sheet lined with silpat mats or parchment paper. Bake in a pre-heated 400 degree Fahrenheit oven until they are cooked through and slightly crunchy, about 11-12 minutes. Remove and let cool before eating.