Preheat oven to 400° F. Spread raw cashews in a single layer on a large baking sheet. Roast cashews briefly, 7 to 9 min, until nuts begin to turn slightly golden brown.
Pour olive oil into a small bowl and whisk in curry, salt and Cayenne (if using).
Transfer the roasted cashews in a large bowl before drizzling with the spiced olive oil. Toss mixture to coat all the nuts with the spice mixture. Return cashews to the baking sheet, and bake in the oven at 200° for an another 5 – 10 min. Watch carefully so that nuts do not over-brown.