Grant Fritchey shows how you can create an extended event which identifies high-CPU queries:
A question that comes up on the forums all the time: Which query used the most CPU. You may see variations on, memory, I/O, or just resources in general. However, people want to know this information, and it’s not readily apparent how to get it.
While you can look at what’s in cache through the DMVs to see the queries there, you don’t get any real history and you don’t get any detail of when the executions occurred. You can certainly take advantage of the Query Store for this kind of information. However, even that data is aggregated by hour. If you really want a detailed analysis of which query used the most CPU, you need to first set up an Extended Events session and then consume that data.
Click through for the script.