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I love bacon and I love bourbon so when I read about the PDT bar in New York combining the two I had to try it! The fat washing imparts the aroma and flavor of bacon into the bourbon. It's not an in-your-face flavor but carries the smokiness and subtly of cooked bacon.
Try to use the smokiest bacon you can find, it makes a big difference in the final product. I usually infuse Bulleit but you can use the bourbon of your choice. Try to use a wider and shallower container to let more of the bacon fat come into contact with the bourbon, it will help the infusion process.
Cook the bacon over medium heat until all the fat is rendered. Set aside the bacon for another use. Pour the bacon fat into a heat-proof container and let cool slightly. Add the bourbon to the container, seal and shake well to fully combine. Let sit at room temperature for an hour then place the infusion in the freezer for at least several hours, or preferably overnight, until the fat has solidified.
Remove the fat and strain the bourbon through a coffee filter or cheesecloth. It is now ready to serve.