Process flour, butter, cheese, anchovies, olives and cayenne pepper into a dough in the food processor or with the dough hook of the hand mixer. Wrap the dough in foil and let it rest in the refrigerator for 20 minutes.
Meanwhile preheat the oven to 200 ° (180 ° convection).
Roll out the dough thinly on a lightly floured worktop, cut into 5 cm wide strips, then divide each strip into triangles. Place on a baking tray lined with baking paper and bake for about 8-10 minutes until the cookies are lightly browned. Watch at the end of the baking time so that they don`t burn, as every oven is known to be different.
Sprinkle with sea salt before serving.
Variation: If desired, the pastries can also be dusted with finely grated Parmesan or cayenne pepper before baking.
Tip: Very suitable for freezing for up to 3 months. Stored in an airtight container, they will stay fresh for 2-3 weeks.