Heat oven to 350 degrees. Into a mixing bowl, sift flour, cayenne, and salt. Stir in sage and set aside.
In a standing mixer, cream butter. Add cheese until combined. On slow speed, add dry ingredients until thoroughly incorporated.
Scrape dough out onto lightly floured surface and roll into a log (2-inch diameter). Cover in plastic wrap and form a square roll. Chill at least 20 minutes.
Slice dough into thin squares (⅛-inch thickness). Place on ungreased baking sheet and bake 10 minutes or until crisp.
Make monograms or other decorations with extra pieces of dough.