Pour off all but 2 tablespoons of the bacon grease.
Crumble the bacon and add it back to the pan with the pecans.
Sauté for 1 minute then add the syrup, the brown sugar and the cayenne.
Cook and stir until the syrup coats the bacon and pecan mixture.
Remove from heat and let cool.
Roll out the puff pastry sheet.
Remove the Sara Lee® Frozen cheesecake from the aluminum pan and place it in the middle of the puff pastry sheet while it is still frozen.
Pile the cooled bacon mixture on top, reserving a little for garnish.
Pull the puff pastry up over the cheesecake, one edge at a time, completely enveloping the cheesecake with the pastry. Brushing with egg white will help the pastry stick together at the seams.
Brush the top of the pastry with a little egg white and top with the reserved bacon mixture.
Bake at 400 degrees Fahrenheit for 15 minutes or until the pastry is golden brown.
Remove from the oven and let cool for 10 minutes or so.