Beat the softened cream cheese in a large bowl until smooth. Add the mayonnaise, sharp cheddar, pimientos, Worcestershire sauce, garlic powder, onion powder, black pepper, and optional cayenne, then mix until evenly combined.

Cover the bowl and refrigerate the mixture for 30 to 60 minutes, or until firm enough to shape. This first chill gives the cream cheese time to firm and makes rolling much less messy.

Divide the chilled mixture into three portions: one large, one medium, and one small. Roll each portion between your hands into a smooth ball, then chill the balls again for at least 30 minutes.

Roll each chilled ball in the finely shredded white cheese, gently pressing the coating onto the surface. Cover the balls as evenly as possible so the snowman has a snowy appearance.

Stack the balls from largest to smallest on a serving platter. Insert pretzel sticks into the middle ball for arms, then use olive pieces for the eyes, mouth, and buttons, a carrot piece for the nose, and a red pepper or fruit-leather strip for the scarf.

Keep the completed snowman refrigerated until serving. Present it with crackers, celery, carrot sticks, bell-pepper strips, or pretzels.