Turn the dough out onto a floured surface and knock out the air. Divide the dough into three equal portions, then divide each portion into three equal portions again, so that you have nine portions.
Form each portion into a rough ball. Hollow out the middle of the sphere and add a teaspoon of the cooked bacon and a teaspoon of the grated cheese. Now fold over the dough to cover the cheese and bacon and pinch to seal. Turn it over, flour your hands and use the inside edges of your hands to tuck the dough under itself, rotating it on the work surface as you go. This will help create smooth, even bread rolls with the folds underneath.
Arrange the rolls on a baking tray lined with baking paper, in three rows of three.
Lightly beat the egg and use a pastry brush to brush the egg mixture over the top of the rolls.
Now sprinkle over the remaining cheese and the uncooked bacon.
Now it's time for the second proof. Cover the rolls with a clean tea towel and leave them in a warm place for 30 minutes.
Meanwhile pre-heat your oven to 180 C / 350 F.
Bake in the oven for 20-25 minutes, until golden brown.
Transfer to a cooling rack or serve while still warm and melty.