Trim the crusts off the bread, squaring up the slices. Cut each slice into fourths.
Toss the shredded cheese into a large bowl. Add the mayonnaise, butter, and heavy cream and stir together until blended together.
Add the Worcestershire sauce, the kosher salt, dry mustard, and paprika. Stir into the cheese mixture until well combined and smooth.
Lay the bread squares out onto a large surface and spread a small amount of the cheese mixture over half the squares, about 1 teaspoon (by measurement). Don’t use too much on this layer or as the cheese melts in the middle, the squares will slide apart.
Place the remaining squares on top of each.
Spread the cheese mixture over the tops with a little on the sides of each stack.
Place the cheese squares on a baking sheet lined with a Silpat liner or with parchment paper.
Bake the cheese squares in a 375-degree oven for 12 to 15 minutes, or until they are a light golden color.