Preheat oven to 350°. Prepare a cookie sheet with parchment paper.
Pull off a section of risen dough the size of a ping-pong ball and stretch into a flat circle. Place1 heaping teaspoon of bacon filling mixture in its center. (If the filling appears dry, stir in a small amount of bacon grease.) Pinch edges of circle together around the filling. Set the buns, pinched-side down, on the cookie sheet.
Lightly beat egg yolks and water together in a bowl with a fork and brush a small amount of mixture over top of buns.
Bake until golden, approximately 15 to 20 minutes. Remove from oven and set buns to cool on a wire rack.
Enjoy bacon buns while they are still warm from the oven. To eat later, cool and refrigerate or freeze and reheat in a 225° oven in a covered roasting pan or in a microwave on a lower power setting.