Preheat oven to 475 degrees after placing your rack in the center of the oven.

Sift flour, baking powder, baking soda and salt into a large bowl. Combine the cold butter cubes with the dry ingredients, then ‘cut’ the butter into the mixture using a pastry blender or food processor. If you are using the food processor, do this in two batches. The butter particles should be about the size of a pea once you’ve completed the blending process. Transfer the butter and flour mixture to a large bowl.

Next, make a well in the middle of the flour and butter mixture then pour in buttermilk. Stir wet and dry ingredients together along with the bacon and cheeses using a wooden spoon, combining just enough to form dough. Set in the refrigerator to rest for 10 minutes.

Take the dough out of the fridge and form it into a ball. Then turn it out onto a lightly-floured surface. Sprinkle the dough lightly with flour, then gently press it out with your fingers—it should be about 3⁄4" thick—and then smooth the top with a rolling pin, but don’t overwork the dough.

Cut out the biscuits with a 3" round biscuit cutter then place the formed biscuits about 2" apart onto a greased baking sheet. Once you’ve cut out as many as you can, gently form the dough back into a ball and press out once again to cut as many additional biscuits as possible. Beat the egg and brush the tops of the biscuits to aid in the browning process.

Put the biscuits in the oven and immediately turn it down to 450 degrees. Bake biscuits for 12–14 minutes until they are golden brown, then remove them from the oven.