Preheat the oven to 400 degrees F. Line a baking sheet with foil or parchment paper. Place the bacon side by side and transfer the baking sheet in the oven for 15 minutes to 20 minutes, until the bacon is crispy and golden brown. Transfer the bacon on a paper towel to drain. When cool enough to handle, chop up the bacon into bit-sized pieces.
To a medium bowl, mix together the all-purpose flour, baking powder, salt and pinch of black pepper. Using a box grater, grate the butter atop the dry ingredients. Using you hands, break up the butter and combine with your flour, until it resembles small peas. Add the blue cheese and bacon; toss until combined.
Create a well in the center of the flour/butter mixture; pour in the buttermilk mixture and mix until barely combined. Knead a few times in the bowl just so the mixture adheres to itself. Using two tablespoons, drop mounds of dough, placing them about 2 inches apart, onto a parchment-lined baking sheet. Alternatively, you can just grab a small handful with your hands and place it on the baking sheet. Brush the tops lightly with egg wash and top each biscuit with a pinch of black pepper.
Transfer the baking sheet to the oven and bake for 12-15 minutes, until golden. Serve warm with salted butter.