Weave the bacon into an approximately 10-inch square on a cooling rack. Put the cooling rack with the bacon on a baking sheet. Bake until partially cooked, 15 to 20 minutes
Meanwhile, whisk together the milk, eggs, 1 1/2 teaspoons salt and several grinds of pepper in a large bowl.
Remove the cooling rack with the bacon and set aside. Spread the rendered fat on the baking sheet with a pastry brush. Pour the whisked eggs onto the baking sheet and bake for 5 minutes. Remove from the oven and stir until fluffy. Bake until set but not dry, another 5 minutes.
Using a serrated knife, slice the entire package of sweet rolls in half, keeping them attached to each other. Top the bottom halves with the cheese. Spoon the scrambled eggs onto the cheese. Transfer the bacon lattice on top of the eggs and top with the other half of the rolls. Cut into individual servings and serve with ketchup.
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