Preheat oven to 250 degrees. Spread baking soda on baking sheet and bake for 30 minutes. Set aside to cool.
In a large bowl, whisk together flour, yeast, brown sugar, salt and cayenne pepper. Stir in butter, then make a well in the center and add the water. Mix until the dough comes together in a shaggy mass. Using your hands, gather dough together and turn out onto a lightly floured surface. Knead for several minutes until it is no longer sticky. Cover with plastic, and let rise in a warm place for 30 minutes.
Turn dough out onto your work surface and cut into 12 equal pieces. Roll each piece into an 18-inch rope and set aside. If the dough seems sticky, flour your hands (not the counter) and roll. Repeat with remaining pieces.
Place parchment paper on 2 baking sheets and generously spray or oil well.
Preheat oven to 425 degrees, and place racks on bottom and upper third of oven.