Mix the flours and cayenne pepper together in a bowl.
Toss the grated butter into the flour mixture and coat, then add to your food processor.
Add your cheese and Parma ham to the food processor.
Pulse for about 25 pulses until just coming together in clumps.
Tip out onto a very lightly floured worksurface and bring together.
Roll with your hands into a sausage shape, 3cm in depth and about 17cm in length.
Wrap tightly in cling film and refrigerate for at least an hour in order to set solid.
Heat your oven to 180°C/160°C fan/Gas mark 4.
Take a large sized baking tray and line with greaseproof paper.
Remove the cling film and slice the chilled dough into 24 slices, about 3mm thick.
Spread out on your baking tray.
Bake for approximately 15 minutes then carefully turn the biscuits over with a spatula.
Bake for another 10-15 minutes.
As soon as baked remove with a spatula onto a cooling rack.