Preheat oven to 425°F. Add 2 tablespoons of the oil to a 10-inch cast-iron skillet; place in oven to preheat.
Meanwhile, in a medium bowl, stir together cornmeal mix, bacon, black pepper, cayenne, buttermilk, Cheddar, collard greens, eggs, and remaining 2 tablespoons oil until combined.
Carefully remove hot skillet from oven. Immediately add cornmeal mixture to skillet; do not stir. Bake in preheated oven until a wooden pick inserted in center comes out clean, about 20 minutes. Immediately invert cornbread onto a wire rack, and let cool completely, about 30 minutes. Reduce oven temperature to 300°F.
Line 2 baking sheets with parchment paper, and set aside. Cut cornbread in half to create 2 half-moons. Cut crosswise into ¼-inch-thick slices; place on prepared baking sheets. Brush both sides of slices with melted butter. Bake, turning halfway through cook time, until crispy, 35 to 40 minutes. Let cool 10 minutes; serve warm.
