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Heat grill to high and grill the bacon for 10 mins, turning halfway, until crisp. Cool for a few mins. Meanwhile, heat oven to 180C/160C fan/gas 4 and line a baking sheet with parchment. Sift the flour and ½ tsp salt into a bowl, add the butter, then rub in to the texture of fine breadcrumbs. Cut the bacon into small pieces and add to the bowl with a third of the cheese.
Mix the milk, ketchup and Worcestershire sauce in a jug. Pour into the bacon mixture, stirring briefly, to make a soft dough. Flour the work surface, turn the dough onto it and shape into an 18cm round. Brush with milk, then cut into 8 wedges with a large knife.
Arrange the wedges on the baking sheet and sprinkle with the remaining cheese. Bake for 20-30 mins or until risen and golden brown, and serve warm (or cool on a wire rack, and store in an airtight container). Warm the bacon cakes through in a low oven (140C/120C fan/gas 1) if you’ve made them in advance.