Laura and I have made cheese straws a couple of times recently.
They are very good to make with toddlers because 1) they include both stirring and mixing-with-your-fingers elements, 2) they also include the all-important rolling-and-cutting-out stage, and 3) they're savoury, so you can bake without feeling like you're loading your children up with cake.
Here's the recipe we use. I have no idea where I got it from, I wrote it down in my recipe notebook at some point a few years ago, but it's a good one.
225g/80z plain flour
1/4 tsp salt
110g/4oz grated cheddar cheese
1 egg yolk
splash of milk
Preheat the oven to 230C.
Rub the flour, butter and salt together until the mixture resembles breadcrumbs. Mix in the grated cheese and egg yolk to make a soft dough. Add a splash of milk if it's too dry.
Roll out about 0.5cm thick and either cut into straw shapes with a knife, or let a small child have at it with biscuit cutters.
Bake on a lightly greased baking sheet for 8-10 minutes or until golden brown. Cool on a rack and store in an air-tight container.