Put the water, butter and salt into a heavy based saucepan. Heat until the butter is melted, then bring the mixture just up to the boil
Add the flour, all in one go, stirring as you do so. Delia recommends using a paper chute for this, but if I am honest, I just tip the flour in!
Beat the mixture till the paste leaves the sides of the saucepan cleanly, then allow to cool for a minute or two.
Beat the eggs.
Add the eggs bit by bit to the mixture, beating well till all the egg is incorporated and you have a smooth paste.
Beat in the grated cheese and cayenne pepper
Take a greased baking tray or silicon mat and make the puffs either using a piping bag with a plain nozzle or, as I did, with two teaspoons to shape rounds that are about the size of a cherry. This recipe will make around 15 puffs
Put them in the oven and cook for 5 minutes.
Turn the heat down to 180c and cook for a further 15-20 minutes. They are done when they have puffed up and are nicely golden all the way round.
Remove them from the oven and place on a cooling rack
If you are ready to eat them, fill them each with a square of Prosciutto di San Daniele once they are cool enough to handle. You can reheat them for 5 minutes in a hot oven if you want to eat them warm later. They are also perfectly good cold but, if you intend to eat them cold, I'd advise letting them cool completely before filling to keep the centre moist.