1. Mix together the cheeses until smooth. Stir in the peppers and scallions until evenly distributed; set aside.
2. Trim the crusts from the slices of bread.
3. Once the bread is trimmed, spread the slices with the filling, covering it completely.
4. Roll the bread up from the short side, pressing down just enough to make it stick to itself.
5. Wrap a slice of bacon and wrap it around the roll, overlapping the bacon to cover the bread completely. If you need more than one bacon slice, tuck the end of the second bacon slice under the end of the first. Trim the bacon when you get to the top of the roll.
6. Freeze the wrapped rolls for 30 minutes to firm them up.
7. To bake, preheat the oven to 350°F. Lightly grease a baking sheet, or line it with parchment paper.
8. Slice the rolls in thirds and place on the baking sheet, cut side down. Bake for 30 to 35 minutes (5 minutes longer if baking from frozen), until the bacon is crisp and the tops are golden brown.
9. Remove from the oven and place on a serving platter; let cool for 5 minutes before serving.