Lay pastry on floured board and gently roll out to thin and to seal folded seams. Spread with an even layer of jam. Top jam with an even layer of cheese. Lay bacon slices on top, parallel to the short side of dough.
Beginning with short side of dough, carefully roll into a log, as tightly as possible. Once log is rolled, gently push down on log to form more of an oval shaped log.
Carefully cut log into slices with a sharp knife, beginning in the center of the log and slicing toward each end. Lay the slices on a parchment paper lined baking sheet with space in between for expansion.
Bake at 400 for 12-14 minutes, until dough is cooked and golden. Baking time will depend on size of slices.