In food processor or large bowl, combine salt, cayenne, paprika and pepper and 2 c flour. Add butter and pulse until mixture forms small crumbs.
Add cold cheese and pulse, just until mixture comes together. Lightly dust counter with 2 T flour, and divide dough into three equal pieces, approx. 1/2 lb each. Gently work dough into cylinders, approx. 1 1/2" in diameter, with the goal of eliminating any holes or "cavities" in the center of the cylinder; otherwise, cookies will break. If unsure, cut the cylinder in the middle and check for holes.
Place cylinders onto baking sheet lined with wax paper and freeze at least 2 hr. If you are freezing for later use, wrap dough tightly with plastic.
To prepare for baking, brush cylinders with egg yolk and roll in sesame seeds to coat; set aside. If your dough is frozen solid, allow it to sit for 20 min before brushing with egg yolk.
Preheat oven to 375 degrees. Line two baking sheets with parchment paper or silicone baking mats. On a cutting board, with a sharp, thin knife, cut cylinders into 1/4" disks and place onto baking sheets, with only a small space between them.
Bake 15-20 min until golden brown, rotating pans halfway through. Let cool. Cookies will become firm and crispy when cooled completely. Store in an airtight container.