Preheat oven to 425° F. Whisk together flour, baking powder, salt, and cayenne. Cut the butter in small chunks into the dry ingredients. Add the cream all at once and mix until barely combined. Stir in the cheese and bacon. To bake immediately, skip to step 3.
To freeze, scoop the dough into small mounds, making about 50 pieces, and store in your freezer until ready to bake.
Scoop the dough into small mounds onto a cookie sheet, making about 50 pieces in total. Bake for 8-10 minutes. Brush immediately with melted butter and serve.