Preheat the oven to 425° F. Lightly butter a baking sheet or line it with parchment paper. Set aside. Fry the bacon pieces in a nonstick skillet until crisp. Using a slotted spoon, transfer the bacon to a paper towel-lined plate. Break into small-but-not-tiny pieces when it cools. Set aside. Combine the flour, baking powder, sugar, and salt in a food processor. Pulse several times, to mix. Remove the lid, scatter the butter over the flour mixture, and pulse three or four more times, cutting the butter into small pieces. Remove the lid again and add the bacon and blue cheese. Pulse, no more than three times, to mix. Remove the lid once more and pour the cream evenly over the mixture. Pulse two or three times, just until the mixture forms large, damp crumbs; it should not ball up. Dump the crumbs onto a lightly floured surface. With lightly floured hands, gently pack the crumbs together, then pat and roll the dough into an 8-inch-diameter circle. (If the edge cracks, just pinch it together and smooth it out.) Cut the dough into eight equal wedges and place them, evenly spaced, on the baking sheet. Brush each wedge lightly with the egg. Bake on the center oven rack for 18 minutes, until golden brown. Cool on a rack.