Prep the pretzel rolls by using a knife to cut all the way around the roll at a slight angle. Remove the top of the roll and pull out some of the bread to form a bowl. Trim the top so it is flat and will fit on the top of the finished sandwich.
Gently stir the eggs in the pan with a rubber spatula to form soft curds. When the eggs are almost cooked - but still moist - take them off the heat and stir in the cheese and bacon. The carryover heat will finish cooking the eggs.