In a food processor or bowl, whirl or rub together butter, cheese, flour, and cornmeal until the mixture has the texture of wet sand. Add egg and whirl or stir with a fork until dough holds together.
Scrape dough onto a sheet of cooking paper or parchment, 12 to 14 in. wide and about 14 in. long. Top with another equal-sized sheet of paper and pat dough into a 1/2-in.-thick circle. Wrap in plastic and freeze 15 minutes, or refrigerate up to 3 days.
Roll dough into a rectangle about 8 in. wide and 10 in. long, working carefully to avoid creases in paper. Return to freezer for 15 minutes. Meanwhile, preheat oven to 350°.
Peel off top paper and use a sharp knife to cut the dough into 30 strips, each about 1/2 in. thick and 5 in. long. Place each strip on a large baking sheet. Sprinkle with salt to taste, then use your fingers to round the top of each strip into a fingertip shape. Use a sharp knife to score shallow "knuckle" lines in each finger, then press an almond "nail" into the tip. If you like, bend each finger in places to make it look knobby.
Bake the fingers until an even light brown, about 15 minutes. Transfer to a rack to cool.
Note: Nutritional analysis is per serving.