Preheat oven to 200 degrees C. Line 2 baking trays with baking paper. Trim rind from bacon and chop finely. Fry in a non stick frying pan over medium heat until golden. Cool.
Sift flour into bowl. Chop butter and rub into flour using your fingertips. Add milk and mix to a soft dough. Lightly knead on floured surface until smooth.
Roll out to a 25 x 30 cm rectangle. Scatter bacon and cheese over.
Starting from the long side, roll up. Cut into 12 even slices and place on trays.
Top each with a little extra grated cheese and bake for 15 minutes until golden.