Place bacon in a large skillet and cook over medium-high heat, turning occasionally, until evenly browned, 5 to 8 minutes. Drain bacon slices on paper towels.
Preheat oven to 400 degrees F (200 degrees C). Grease a 9-inch pie plate.
Melt 1 tablespoon butter in a nonstick skillet over medium-low heat. Pour in eggs; cook, stirring often with a spatula, until soft and fluffy, 3 to 5 minutes. Transfer to a plate to cool. Season with salt and pepper.
Remove cinnamon rolls from the packaging. Stand each roll on its side and press down into a rectangle, trapping the cinnamon sugar layers. Roll each rectangle into a thin 6-inch circle.
Spread 1 tablespoon cream cheese over each circle of dough. Layer 1/4 cup scrambled egg, 1/4 cup Cheddar cheese, and 1 tablespoon bacon pieces on top. Bring dough up and over filling, pinching edges together to enclose filling completely.
Place rolls seam-side down in the prepared pie plate.
Heat remaining 1 tablespoon butter in a small microwave-safe bowl until melted, about 10 seconds. Brush over rolls. Season with salt and pepper.
Bake in the preheated oven, rotating halfway, until rolls are a deep golden brown, 20 to 22 minutes. Transfer pie plate to a wire rack; let rolls cool for 15 minutes before serving.
