Try the following recipe as an appetizer:

1 cup of all-purpose flour.
1/2 cup of chilled butter.
1 cup of grated cheese.
2 oz of chopped anchovy fillets.
1/3 cups of chopped black olives.
½ teaspoon of cayenne pepper.

Place the flour, butter, cheese, anchovies, olives, and cayenne pepper in a food processor and mix until it forms a firm dough.

Wrap the dough in plastic wrap and chill for 20 minutes.

Pre-heat oven to 400°F.

Roll out the dough on a lightly floured surface. Cut into 2 inch strips, then diagonally to make small triangles.

Bake for 8-10 minutes on baking sheets, or until golden.

Source: Spanish Recipes.