Preheat oven to 375°F (190°C).
In a 10-inch cast-iron skillet, arrange bacon in a single layer.
Bake until browned and crisp, about 20 minutes, turning halfway through baking. Remove from skillet, and let drain on a paper towel-lined plate, reserving 2 tablespoons (28 grams) drippings in a small bowl. Let cool enough to handle; finely chop. Wipe skillet clean.
In same skillet, heat oil over medium heat. Add jalapeño and green onion. Cook, stirring occasionally, until vegetables are tender and release their moisture, 5 to 7 minutes. Transfer to a medium bowl, and let cool completely.
In the bowl of a stand mixer fitted with the paddle attachment, beat 1 cup (127 grams) flour, sugar, yeast, and salt at low speed until combined.
In a medium saucepan, heat 1⁄4 cup (60 grams) water and milk over medium-low heat until an instant-read thermometer registers 120°F (49°C) to 130°F (54°C). Add warm milk mixture and reserved 2 tablespoons (28 grams) bacon drippings to flour mixture, and beat at low speed until combined, about 1 minute. Add 1 egg (50 grams), and beat for 1 minute. Add 1¼ cups (159 grams) flour, and beat until a shaggy dough forms.
Switch to the dough hook attachment. Beat at low speed until dough is soft, smooth, and elastic, 8 to 10 minutes, stopping to scrape sides of bowl and dough hook; add up to 1⁄4 cup flour (32 grams), 1 tablespoon (8 grams) at a time, if needed. (Dough may still stick slightly to bottom of bowl.) Check dough for proper gluten development using the windowpane test. (See Note.) Turn out dough onto a clean surface, and shape into a ball.
Spray a medium bowl with cooking spray. Place dough in bowl, turning to grease top. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, about 45 minutes.
Spray a 10-inch cast-iron skillet with baking spray with flour.
In a medium bowl, fold together bacon, jalapeño mixture, cream cheese, garlic, black pepper, and remaining 3 tablespoons (24 grams) flour until well combined.
On a lightly floured surface, roll dough into a 15-inch square. Spread bacon mixture onto dough. Sprinkle with 1 cup (113 grams) Cheddar. Roll up dough, jelly roll style. Gently roll into a 22-inch log. Coil dough, seam side down, into a spiral, leaving a small amount of space inside coil, and place in prepared skillet. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, about 1 hour.
Preheat oven to 375°F (180°C).
In a small bowl, lightly whisk remaining 1 egg (50 grams). Brush egg on top and sides of dough.
Bake until lightly golden, about 20 minutes. Sprinkle with remaining 1⁄4 cup (28 grams) Cheddar. Bake until cheese is melted, loaf is golden brown, and an instant- read thermometer inserted in center registers 200°F (93°C), about 20 minutes more. Let cool in pan for 10 minutes; remove from pan. Serve warm or at room temperature. Store at room temperature in an airtight container for up to 2 days.