To prepare dough: Warm milk on stove in 1 quart saucepan to almost boiling. While that is warming, beat one of the eggs in a bowl. Put packet of yeast in a cup with 1/4 cup lukewarm water (add a pinch of sugar to this to help activate the yeast). Set aside. Add salt and sugar to milk. Stir to dissolve. Take milk off stove. Add butter to it and allow to melt and allow the milk to cool a bit. Add your beaten egg to mixture. At this point I transfer mixture to my Kitchenaid mixer. Add about 1/2 of the flour and mix. Add yeast. Add remaining flour a little at a time until dough is sticky but not wet. Grease a bowl and place your dough in bowl to rise. I turn my dough over so that it has a little bit of the grease all over it. Cover with plastic (or clean kitchen towel) and put in warm place to rise for about 1 1/2 hours until it's doubled in size. To prepare filling: In saucepan cook your bacon, onion and pepper on medium high heat until bacon is cooked but not crunchy and your onions are translucent (not brown). Drain. Grease your cookie sheets very well or line with parchment and spray w/ Pam. After dough has risen place a small amount of it on a floured work area. Roll this piece until it is about 1/8" to 1/4" thick. With the top of a drinking glass or biscuit cutter, cut out circles. I usually roll each circle out a little bit more so that it's even thinner (I like a less doughy peragi). Place a small bit of your filling in the center of circle. Fold over and pinch edges to form half moon shape. Make sure no bacon grease is in your seam or they won't seal. Continue doing this with small sections of the dough until all of it is used up. Rolling only a small portion of the dough at a time helps to prevent the dough from being overworked. Put on cookie sheet and allow to rise again for about 20 minutes. Beat your remaining egg and brush each peragi with egg mixture. Bake at 400 until light brown; about 7-10 minutes.