1. Combine cheddar cheese, cream cheese, feta cheese, garlic, salt and pepper sauce; mix until blended and smooth. Add 1/2 cup walnuts, capers, bell pepper and gin, if desired. Continue to mix until ingredients are incorporated and evenly blended. Mixture will be easier to shape if refrigerated 2-3 hours before forming.
2. Add cayenne pepper to remaining 1/2 cup walnuts and toss to coat. Spread nuts on sheet of waxed paper.
3. With damp hands, divide cheese mixture in half. Pat and press each half into log about 5 inches long and 2 inches wide or into ball about 3 inches across. (Shape does not need to be perfect.).
4. Roll eah log or ball in walnuts, patting coating in firmly. Wrap in plastic wrap and chill until ready to serve.