Heat oven to 350°F. Line large cookie sheet with parchment paper. In small bowl, beat cream cheese and powdered sugar with electric mixer on medium speed until smooth.
Remove dough from can; do not unroll. Cut into 8 slices. Place cut side down 2 inches apart on cookie sheet. Press each slice into 3-inch round. Press 1 1/2-inch-wide indentation in center of each round. Spoon 1 1/2 tablespoons cream cheese mixture into each indentation. Brush edges with beaten egg.
Bake 15 to 20 minutes or until golden brown. Cool 10 minutes.
Meanwhile, in 10-inch nonstick skillet, cook bacon over medium heat 15 minutes, stirring frequently, until crisp. Drain well.
In small microwavable bowl, mix chocolate hazelnut spread and espresso powder. Microwave on High 30 seconds; stir. Drizzle over rolls. Sprinkle with bacon.