Put the flour, Cheddar, salt, pepper, sugar, baking powder, and cayenne into the bowl of a food processor fitted with a steel blade. Pulse a few times to combine. Cut the butter into small bits and add to the flour all at once. Pulse just until the dough begins to come together.

Transfer the dough to a floured surface and knead until all the butter is combined. Divide the dough in half and roll each piece into a log roughly 1½ to 2 inches in diameter. Refrigerate for 20 minutes.

Preheat the oven to 350°F.

Slice each log into ¼-inch rounds. Place the rounds on a baking sheet and bake them in the top half of the oven for 15–20 minutes. Remove and let cool 10 minutes before transferring to a rack to cool completely.

To assemble the hors d’oeuvres, put a small dollop of sour cream onto each shortbread. Fold a piece of the ham and place it on top of the sour cream. Top with the apple jam and garnish with a parsley leaf.

Put the vinegar and sugar into a medium-size saucepan and bring to a boil over medium heat. Stir to dissolve the sugar, then add the apple, allspice, and salt. Cook until the consistency of jelly, about 20 minutes. Transfer to a small bowl and refrigerate until ready to use. Yield: 1 cup