Preheat the oven to 375℉. Line 2 baking sheets with parchment paper.

In a food processor, combine the cheese, butter, flour, salt, and cayenne pepper until it forms a soft dough.

Form balls the size of a walnut and place on the baking sheets. Using a fork, press down the dough balls and place a pecan half in the center.

Cover the baking sheets with plastic wrap and chill for at least 2 hours and up to 12 hours. (These biscuits can go straight from the fridge to the oven--unless they've been chilling for more than 12 hours. If that's the case, allow the baking sheets to sit on the counter for 5-10 minutes before putting in the oven)

Bake for 10-15 minutes, making sure the biscuits don't over-bake. Remove from the oven and place the baking sheets on a wire rack and let the biscuits cool for 5 minutes. Then remove the biscuits to a wire rack to finish cooling. Cool completely before serving.

These biscuits can be frozen for up to 6 weeks. Defrost in the refrigerator for 8 hours and then let them come to room temperature before serving.