Preheat oven to 400 degrees.
In a small skillet, toast the caraway seeds over medium heat for 3 minutes, stirring often, until fragrant. Set aside.
Line a large baking sheet with parchment paper. Set aside.
Place both flours, baking powder, sugar, caraway seeds,salt and cayenne pepper in the bowl of a stand mixer. Whisk together.
Add the butter and mix on low-speed until mixture resembles pea-sized crumbs. Add the cheese and bacon and mix until combined
Slowly add the heavy cream and egg until the dough forms a thick clump.
Turn the dough out onto a lightly floured surface.
Roll the dough out into a large rectangle 3/4 inch thick.
Cut out 12 rounds using a 2 1/2 inch biscuit cutter.
Place on prepared tray. Brush with some extra heavy cream.
Bake for 15 -17 minutes or until lightly golden brown. Remove from oven. Best served warm with mustard butter.
Mustard Butter: In a small bowl combine the softened butter with the stone ground mustard until smooth and well combined.