Preheat oven to 375 degrees.
Place cheese and cayenne on a large rimmed baking sheet; mix to combine.
Unroll crescent dough and lightly brush one side with water. Place water-side down onto cheese mixture, gently pressing to adhere.
Separate dough; roll each crescent and place on a baking sheet. Transfer to oven and bake until golden brown, about 14 minutes. Serve.