In a food processor, combine the cheese, butter, flour, mustard salt, and paprika. Process in five 5-second pulses until the mixture resembles coarse breadcrumbs. Add the milk or cream and process until the dough forms a ball, about 10 seconds.
On a lightly floured surface with a lightly floured rolling pin, roll the dough into a 20cm x 25cm rectangle about ½ cm thick. With a sharp knife, cut the dough into long, thin strips about 1cm wide and gently transfer the strips to the baking sheet, leaving at least 1cm between each of them.
Bake the straws on the middle rack of the oven for 12-15 minutes, or until the ends are just beginning to colour. Serve just warm or allow to just cool.