1Heat oven to 425°F. Spray cookie sheet with cooking spray, or grease with shortening. In large bowl, mix flour, baking powder, black pepper, salt and red pepper. Cut in butter, using pastry blender (or pulling 2 table knives through mixture in opposite directions), until mixture looks like coarse crumbs. Stir in cheese, bacon and shallot.
2In small bowl, beat buttermilk and egg with fork or whisk. Reserve 1 tablespoon of the buttermilk mixture. Stir remaining buttermilk mixture into crumb mixture; mix with floured hands until dough forms a ball. For tender scones, handle dough as little as possible.
3Place dough on lightly floured surface. Pat dough into 8-inch round; cut into 8 wedges. Place wedges 2 inches apart on cookie sheet. Brush with reserved buttermilk mixture.
4Bake 15 to 18 minutes or until golden brown. Serve warm.