Preheat oven to 425 F

Cut butter into small cubes, about the size of dice. Freeze while you grate the Cheddar and crumble the feta.

Using a stand mixer with the paddle attachment or your hands, combine all the ingredients until they just come together. Work the dough as little as possible and try to do this as quickly as possible, so the butter and cheese don't warm up too much. Lumps of cheese and butter should remain, those will be deliciously melty once baked.

Turn dough out onto a lightly floured surface, pat into rectangle about 1 inch thick. Cut into small triangles (or another form if you prefer - I used a small round biscuit cutter and just reformed the dough as necessary). Itamar recommends slicing the dough in half lengthwise with the floured blade of a knife, then slicing this crossways three times to yield six squares, then cutting each square on the diagonal to quickly form triangles.

At this point, you can freeze the dough for future use (I did this) by placing on a flat tray for an hour until fully frozen, then transferring to a long-term storage container. To bake after freezing, bring to room temperature over 30-60 minutes.

Brush tops with a little milk or egg to make the surface shiny.

Bake on parchment or silicone-lined tray for 10 minutes, rotate tray 180 and reduce the temperature to 400 F. Bake another 6 minutes until golden.

Best eaten immediately (this did not pose a problem for me). If you plan to keep some for later, they can be frozen and then reheated.