Line a baking sheet with parchment paper or lightly coat with vegetable oil.
Whisk together the flour, sugar, baking powder, and salt in a large bowl. Cut in the butter with a pastry blender, or use 2 knives, until the butter is the size of peas; stir in the cheese and bacon.
Combine the buttermilk and egg in a small bowl. Add to the flour mixture just until incorporated. Turn the dough out onto a lightly floured surface, and pat or roll the dough to 3/4-inch thickness; cut with a 3-inch round cutter, and place on the prepared baking sheet.
Bake for 12 to 14 minutes or until golden brown.
If you're in a rush, these work great as drop biscuits. Using an ice cream scoop or 1/4-cup measuring cup, drop the batter onto the prepared pan.