Cook chopped bacon in a large skillet over medium heat until crispy. Remove bacon and set aside, reserving 1 tbsp of grease in the skillet.

Add the chopped onion to the skillet and sauté until soft and translucent, about 5-7 minutes. Add the minced garlic and cook for 1 minute more until fragrant.

Stir in the brown sugar, apple cider vinegar, maple syrup, and coffee. Bring to a simmer, then reduce heat to low and cook for 15-20 minutes, stirring occasionally, until the mixture has thickened to a jam-like consistency. Stir the cooked bacon back into the jam.

Preheat oven to 350°F (175°C). Line a baking sheet with parchment paper.

In a large bowl, cream together the softened butter and shredded cheddar cheese with an electric mixer until smooth. Beat in the egg yolk.

In a separate bowl, whisk together the flour, salt, and pepper. Gradually add the dry ingredients to the butter mixture, mixing on low speed until a dough forms.

Roll the dough into 1-inch balls and place them on the prepared baking sheet. Use your thumb to press an indentation into the center of each ball.

Bake for 10-12 minutes, until the edges are lightly golden. Remove from the oven and, if needed, gently re-press the indentations while the cookies are warm.

Let the cookies cool for a few minutes on the baking sheet before transferring them to a wire rack. Spoon about a teaspoon of bacon jam into each thumbprint. Garnish with optional chopped chives and serve warm.