In the bowl of a 3-cup food processor, pulse the butter with the flour, salt, pepper and cayenne (if using). Form a crumble.
Pulse in the cheese, then add the yolk (and the nigella seeds, if using) and process til a dough forms. Pat dough into a disk and wrap with plastic wrap. Refrigerate for 30 minutes.
Preheat the oven to 375 °F (190 °C). Scoop dough into small balls (~13 grams each) and flatten with the bottom of a flat glass or a fork.
Bake on a parchment-lined sheet for 20 minutes or so.