Preheat the oven to 220° Celsius

Place the water, butter, salt and cayenne pepper into a sauce pan

Heat over a medium temperature until the butter melts

Add the flour and stir with a wooden sppn until the dough pulls away from the sides

Remove from the heat and place into a bowl of a stand mixer

Leave to cool for 2 minutes then add the egg

Use a paddle beater to beat the mixture on a low speed until the egg is incorporated and the dough is smooth

Fold in the cheddar and thyme then place the dough into a piping bag with a wide tip

Pipe small balls, the size of cherry tomatoes, onto a lined baking tray

Wet your finger tip, and gently press the top of each ball down

Grate the Parmesan over the balls and place into the oven

Bake for 5 minutes then reduce the temperature to 190° Celsius

Leave in the oven for a further 18 minutes before removing them and serving