In a large bowl cream butter;add cheese and cream well together. Sift or stir together flour, baking powder, salt,dry mustard, and cayenne pepper. Blend into butter-cheese mixture, but don't overwork. Using your hands,mix in the yogurt and parmesan cheese. Roughly form dough into a rectangle, it will be crumbly. Enclose in an airtight bag and refrigerate at least one hour. If chilling overnight, bring to room temperature before rolling.

Between 2 sheets of plastic wrap, roll dough into a rectangle

1/4 inch thick. Brush top with beaten egg yolk. With a sharp knife, cut dough into strips approximately 1/4 inch wide and 2 inches long. Transfer to ungreased baking sheet and bake at 350¼F for about 15 minutes or until crisp and golden brown at the edges. Remove to cool on racks. Makes about 100 sticks.