Flatten each slice of bread using a rolling pin or a plate.

Place one slice of cheddar cheese on top of each flattened bread slice.

Roll the bread tightly into a cylinder shape.

Lay out strips of bacon and place the rolled bread on top.

Roll the bacon tightly around the bread roll.

Cook the rolls in an air fryer at 200°C (392°F) for 6 minutes, flipping halfway through.