In a bowl, with a mixer on high speed, beat butter and cheese until creamy. Add egg; beat until well blended. Stir in flour, then beat until well blended.
Scrape dough into a cookie press fitted with a rosette or star-shaped tip (1/2 in. across widest dimension). Press dough through tip in straight lines 6 to 8 inches long onto 12- by 15-inch baking sheets (you'll need two), spacing about 1 1/2 inches apart. Sprinkle spritz straws with almonds.
Bake in a 350° regular or 325° convection oven until straws are golden brown, 12 to 19 minutes, switching pan positions halfway through baking. With a wide spatula, transfer straws to racks to cool. Serve warm or cool.