In a large skillet over medium high heat cook the chopped bacon until very crisp. Drain on paper towel.
In the bowl of a stand mixer combine the flour, cayenne pepper, butter, egg, egg yolk, and cream. Mix until well combined.
Add the shredded cheese and crisp bacon to the work bowl and mix on low speed until combined.
Turn the dough out on to a lightly floured board and roll into a log about 1 1/2 around. Wrap the log in plastic wrap and chill for at least two hours.
During the last half hour of chilling heat your oven to 350 F. Once chilled slice into 1/4 thick disks and place about 1/2 apart on an un-greased cookie sheet.
Bake for 18 to 25 minutes, or until the cookies are just turning golden abound the edges and the cookies are firm to the touch.
Cool on a rack until they are slightly warm.
Store them in air-tight container when they are are completely cool down and can keep well for 2 days
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