Heat the oven to 325 F, and line a rimmed baking sheet with parchment paper.
Add the butter, flour, salt, pepper, cayenne, rosemary, parmesan cheese, and egg yolks to a food processor, and then process the dough until it clumps together. Turn out the dough
Turn the dough out onto a floured surface, and form it into a ball. Roll the dough out to ¼-inch thickness, and then use a cookie cutter to cut out the shortbread. Place the cookies on the lined baking sheet, and refridgerate at least 1 and up to 4 hours.
Transfer to the oven, and bake the shortbread until cooked through and golden-brown - about 25 minutes.