4 slices bacon, cut into small pieces
2 cups all-purpose flour
1/2 cup butter or margarine, chilled
1 egg
1 pinch salt
3 tablespoons heavy cream
1 dash ground black pepper
1 egg yolk, beaten
Fry bacon pieces in a large skillet over medium heat until crispy. Remove with a slotted spoon to paper towels, and cool completely.
Into a large mixing bowl, place the flour, butter or margarine, egg, salt, and heavy cream. Using the mixer's hook attachment, mix the contents of the bowl together until combined; then transfer the dough to the counter, and quickly mix with your hands. Knead in cooled bacon pieces and pepper.
Roll up the dough into a log, to a diameter of about 1 1/2 inches. Wrap in aluminum foil, and refrigerate for 2 hours, until firm.
Preheat oven to 350 degrees F (175 degrees C). Remove foil, cut dough roll into slices, and place slices on greased baking sheet. Brush each slice with beaten egg yolk.
Bake in a preheated oven for 12 to 15 minutes, until brown. Remove to a wire wrack until cooled completely.