Why this recipe works:
Briny, salty olives wrapped in a cheesy coating sounded good, but the admittedly tasty coating melted away in the oven. Moderating the fat in the dough was key, and we landed on 2 cups of extra-sharp cheddar and 7 tablespoons of butter, combined with flour, an egg, and a splash of water. Pulsed in the food processor and wrapped around olives, the mixture baked up into a rich, biscuity coating that—thankfully—stayed put. Paprika, red and black pepper, and a few drops of Worcestershire drive home the cheese flavor.
NOTE: Use regular-size, not colossal or queen, cocktail olives. The cheddar olives must chill for at least 1 hour before baking.
40 pimento-stuffed green olives, rinsed
1 cup (5 ounces) all-purpose flour
3/4 teaspoon paprika
1/2 teaspoon pepper
1/8 teaspoon cayenne pepper
8 ounces extra-sharp cheddar cheese, shredded (2 cups)
7 tablespoons unsalted butter, cut into 7 pieces
1 large egg, lightly beaten
1 tablespoon water
1 teaspoon Worcestershire sauce
1. Spread olives on dish towel and roll around to dry. Pulse flour, paprika, pepper, and cayenne in food processor until combined, about 3 pulses. Add cheddar and butter and pulse until mixture resembles coarse crumbs, about 12 pulses. Add egg, water, and Worcestershire and process until dough ball forms, about 20 seconds.
2. Working with 2 teaspoons dough and 1 olive at a time, pat dough into 2-inch circle; place olive in center of dough; form dough around olive; and roll cheddar olive between your hands to make uniform ball. Place cheddar olives on large platter, cover tightly with plastic wrap, and refrigerate for 1 hour or up to 24 hours (or freeze to bake later).
3. Adjust oven racks to upper-middle and lower-middle positions and heat oven to 350 degrees. Line 2 rimmed baking sheets with parchment paper. Space cheddar olives evenly on prepared sheets. Bake until bottoms are well browned and tops are golden, 16 to 18 minutes (if baking from frozen, increase cooking time to about 25 minutes), switching and rotating sheets halfway through baking. Transfer cheddar olives to wire rack and let cool for about 30 minutes before serving.