Mix all dry dough ingredients and using the dough hook on your mixer, run on low for 5 minutes. If you don't have a mixer, mix ingredients with a wooden spoon and knead for 5 minutes.
Place into an oiled bowl and cover with plastic wrap. Leave for about an hour to rise.
Preheat oven to 220 degrees (C).
When risen, roll out dough in a rectangle (approx 45 x 35cm) on an oiled bench. Brush liberally with melted butter, sprinkle evenly with cheeses and bacon.
Roll up the dough from short end to short end. Push each end in with your fingers. Cut the roll into slices with a bread knife. Each slice should be about 3cm in width. Place the pieces, cut side up in a tray lined with baking paper. Sit each slice next to another with a little space for spreading. Brush with any remaining butter and allow to sit for 10 minutes.
Bake in oven until golden brown (approx. 20 - 30 minutes)
Turn out onto a cooling rack. They're really delicious when eaten warm!
