Cream butter and cheese until soft. Add egg and water; beat well. Stir flour, salt, cayenne and paprika together; add cheese mixture and beat well. Chill dough 10 minutes. Pack into cookie gun, using saw-toothed (Spritz) cookie disc. Make long strips lengthwise on ungreased cookie sheet. Bake 8 to 10 minutes in moderate oven at 350 degrees. Cut into 3-inch strips.