Preheat the oven to 400 degrees.
Place first three ingredients in a heavy saucepan and bring to a simmer over medium heat. When butter has melted reduce heat to low. Stir in flour and beat until mixture is smooth and shiny. Remove pan from heat and beat in the eggs one at a time, making sure each is incorporated before adding the next. Once the eggs have all been added fold in the Gruyere, a few grinds of Black Pepper and a pinch of Cayenne.
Line two baking sheets with parchment paper or use non-stick baking sheets. Use a pastry bag to pipe out heaping tablespoons of batter, spacing the dough about two inches apart. If you have never used a pastry bag you can spoon the mixture out using two spoons; one to scoop the batter and one to scrape it off the other.
Place in oven and bake until golden brown and lightweight, about 25 minutes. To check doneness remove one Gougeres from oven and pry open. The exterior should be slightly crisp while the interior should be tender and moist.
Meanwhile, cook the bacon and drain off fat. Tear bacon into bite size pieces, just slightly larger than the Gougers diameter. Also, in a bowl, toss the Arugula with a few drops of good Olive Oil and a pinch of salt.
To serve the Gougeres remove them from the oven and split horizontally down the middle. Stuff with bacon and a few leaves of arugula and serve while still warm.
The Gougeres can be made ahead and reheated.
