A whoppingly spicy-hot oil, this is the perfect seasoning to use when you are wanting 1, 000-watt chili power with only a few drops of oil. Be strict about observing the oil temp., and do not add the cayenne if the oil is hotter than 250*F, or it will burn to a hideous mess.
1. Pour the oil into a heavy, non-aluminum 1-1/2- to 2-quart saucepan. Bring to 225*F on a deep-fry thermometer over moderately low heat. Remove the pan from the heat, stir in the cayenne powder, and let cool to room temperature undisturbed, or overnight if you like.
2. Strain the oil slowly and patiently through one or more large paper coffee filters into an impeccably clean glass jar. Store at cool room temperature.