Heat oven to 375°F. Carefully remove stems from chiles; cut each in half lengthwise and again horizontally to make 4 pieces. Remove and discard seeds. Spoon about 1 teaspoon cheese into each chile quarter. Wrap half slice of bacon around each.
On cutting board, unroll dough; separate dough into 8 triangles. From center of longest side to opposite point, cut each triangle in half, making 16 triangles. Place chile, cheese side down, on dough triangle. Bring all points of triangle to center of top; press lightly to seal. Place on ungreased cookie sheet.
Bake 12 to 15 minutes or until golden brown. Immediately remove from cookie sheet. Serve with salsa.