Have all ingredients at room temperature.
Combine the milk, flour, butter, and salt in a bowl and beat just until smooth.
Add the eggs one at a time, beating as little as possible to incorporate.
The batter should be thin, about the consistency of heavy cream.
Pour into generously greased muffin or popover tins, filling the cups no more than three-quarters full.
Sprinkle with grated cheese and optional cayenne.
Bake in a preheated 450F (220C) oven for 15 minutes.
Reduce the heat to 350F (180C) (do not open the oven door) and bake an additional 20 minutes.
To test for doneness, remove a popover and check to see that the sides are firm and golden brown.