Preheat oven to 160 C circulaire. In a food processor, pulse butter, cheese, flour, salt, cayenne pepper, and paprika in a food processor. Add cream; pulse until just combined.
Divide dough into 3 flat pieces; Wrap each in plastic. Refrigerate until firm, about 20 minutes.
Working in batches, roll out each rectangle on a lightly floured surface to a 1/4-inch thickness, and cut into 1-inch squares or circles as desired. Transfer to a baking sheet leaving at least 1/4 inch between each. Refrigerate until chilled and firm, about 20 minutes. Brush with egg white . Bake until pale golden, 18 - 20 minutes.