For the filling: Lay the bacon in a large oven-safe skillet (I like to use a cast-iron pan or braiser) and turn the heat to medium. Cook, flipping once, until crisp on both sides, about 7 minutes total. Remove from the heat and place on a paper towel-lined plate to drain and cool slightly.
Drain half the bacon grease from the skillet, leaving just enough to coat the skillet. Add the onions and turn the heat to medium-high. Saute until soft, about 10 minutes. Add the squash, thyme, some salt, a few turns of pepper and a few pinches of crushed red pepper and cook, stirring occasionally, 10 more minutes. Add the wine and broth. Roughly chop the bacon and add it to the skillet along with the apples. Bring the mixture to a light boil, then reduce the heat to low and simmer for 15 to 20 minutes, while you make the biscuits.
For the biscuits: Preheat the oven to 425 degrees F.
Whisk together the flour, baking powder and salt in a bowl. Add the butter and, using a food processor, pastry cutter or your hands, incorporate the butter until the mixture is the consistency of raw oatmeal. Mix in the cream until the mixture comes together to form a dough. Turn it out onto a floured work surface, pat it out to 3/4-inch thick and then cut out round biscuits, re-rolling scraps as needed.
Turn off the heat before dotting the top of the skillet with the biscuits. Brush the biscuits with the beaten egg and top with black pepper. Bake until the biscuits are golden brown, cooked through and flaky, about 25 minutes. Remove from oven and serve right from the skillet!