Preheat the oven to 400°F (200°C) and line a baking sheet with parchment paper.

In a mixing bowl, whisk together the flour, baking powder, salt, and black pepper.

Add the cold, cubed butter to the dry ingredients and use a pastry cutter to mix until the mixture resembles coarse crumbs.

Stir in the shredded cheddar cheese, chopped chives, and crumbled bacon until evenly distributed.

In a separate bowl, whisk together the egg and heavy cream.

Pour the wet mixture into the dry ingredients and stir until just combined. Do not overmix.

Turn the dough out onto a floured surface and gently pat it into a circle about 1 inch thick. Cut into wedges or use a biscuit cutter.

Place the scones on the prepared baking sheet and bake for 15-20 minutes, or until golden brown.

Allow the scones to cool slightly on the baking sheet before transferring to a wire rack. Serve warm.