In the work bowl of a food processor, pulse together flour, cheese, butter, salt, paprika, garlic powder, red pepper, and Worcestershire until combined. With processor running, gradually add milk until a dough forms.
Roll dough into a 2-inch-diameter log. Wrap in plastic wrap, and refrigerate until firm, about 1 hour.
Preheat oven to 350°. Line 2 rimmed baking sheets with parchment paper.
Unwrap dough and cut into ¼-inch-thick slices. Place 2 inches apart on prepared pans. Top each round with 1 pecan half, pressing gently to secure.
Bake until golden and crisp, 18 to 20 minutes. Let cool completely before serving or store in an airtight container for up to 1 week.
Notes
*We used Cane River Pecan Company pecans.
Recipe by Southern Lady Magazine at https://southernladymagazine.com/pecan-cheese-pennies-recipe/