Place the bacon in a medium skillet and heat over medium heat. Cook the bacon until almost entirely crispy, about 10 minutes. Add the shallots and cook for an additional 2 minutes. Using a slotted spoon, scoop the bacon mixture into a medium bowl. Add the cream cheese and gorgonzola and mix well with a rubber spatula. Using a 1-tablespoon ice cream scoop, scoop little balls of the cheese mixture and roll them between your palms to smooth. Place on a plate, cover and refrigerate for at least 1 hour.
When ready to serve, allow the balls to sit at room temperature for 5 minutes. Mix together the pretzels and chives in a small bowl. Roll the truffles in the crushed pretzel mixture and serve.