In the South, you'll likely see cheese straws at just about any event where snacks or appetizers are being served — from picnics to baby showers. Luckily, they are easy to make in bulk so you'll have plenty of cheese sticks to go around at your party. This recipe calls for shredded sharp cheddar cheese, but instead of using prepackaged shredded cheese, shred a block of cheese yourself with a grater. It will provide a better consistency for the cheese straws.