In a large bowl, combine 2 cups flour, sugar, yeast and salt. In a small saucepan, heat milk and butter to 120°-130°. Add to dry ingredients; beat on medium speed for 2 minutes. Add caraway seeds and 2 eggs; beat until smooth. Stir in enough remaining flour to form a stiff dough.
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1 hour.
Meanwhile, in a large skillet, cook bacon over medium heat until crisp. Remove with a slotted spoon to paper towels. Saute onion in the drippings; remove onion with a slotted spoon and set aside. When cool, combine the bacon, onion and pepper; set aside.
Punch dough down. Turn onto a lightly floured surface; divided into four portions. Roll each into a 12-in. circle; cut into 12 wedges. Sprinkle a heaping teaspoonful of bacon mixture over each wedge. Roll up from the wide end. Place point end down 2 in. part on greased baking sheets. Cover and let rise, about 30 minutes.
In a small bowl, beat water and remaining egg; brush over rolls. Bake at 350° for 12-14 minutes or until golden brown. Refrigerate leftovers.