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1) Position a rack in the middle of the oven and preheat to 200C/Gas 6. Line a baking sheet with parchment paper.
2) Put the water, butter, sugar and salt in a medium saucepan. Bring to a boil over medium heat, whisking until the butter and sugar melt. Remove the pan from the heat and sift the flour into the pan. Stir the dough together with a wooden spoon. Return to the heat and stir constantly until it pulls away from the sides of the pan and is slightly shiny, about 3 minutes.
3) Transfer the dough to a medium bowl and beat until cooled, about 2 minutes. Add the cayenne and whole eggs, one at a time, incorporating each one thoroughly before adding the next. Mix in the mustard and cheese.
4) Put a 1/2-cm plain tip on a pastry bag and spoon the dough into the bag. Pipe 9-cm-long thin finger-like shapes onto the prepared sheet. Beat the egg yolk with a tablespoon of water and dab or brush the tops of each finger with it. Lay an almond on the end of each finger so that it looks like a nail. Sprinkle the fingers with salt.
5) Bake for 15 minutes, then reduce the temperature to 180C/Gas 4. Continue baking until the fingers are golden brown and slightly crisp, about 5 minutes more. Cool on a rack.
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