Spray counter lightly with non-stick cooking spray. Flatten each roll into a 4-inch square. Cover with plastic wrap and let rest.
Brown hamburger, onion, salt and pepper together and drain. Add bacon and toss until well combined. Remove wrap from dough squares and place about 1/4 cup meat mixture onto the center of each one. Top with about 1 tablespoon grated cheese.
Bring opposite corners of each dough square over meat and pinch together. Repeat with remaining corners.
Place each bundle on a sprayed baking sheet about 2 inches apart. Bake at 375°F 15 minutes or until deep golden brown. Remove from oven and serve warm with ketchup or BBQ sauce for dipping.