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. Fold 1 point of triangle over filling; fold 2 remaining points over first point. Place on ungreased cookie sheet.
Bake 12 to 15 minutes or until golden brown. Immediately remove from cookie sheet. Serve with salsa.