Place the lukewarm water into a bowl. Sprinkle over the yeast. Leave for a few minutes in a warm spot or until frothy. Set aside.
Place the caster sugar, bread flour and salt into a large bowl and mix to combine.
Make a well in the dry ingredients.
Pour the liquid yeast mixture and oil into the centre of the well. Mix until combined (the mixture will be sticky and thick). Knead for 5 minutes on a floured board.
Place the dough back into the bowl and cover with a tea towel. Place into a warm spot (see recipe notes) for 1 hour or until doubled in size.
Line 2 x 40cm x 24cm baking trays with baking paper and set aside.
Flour a chopping board or kitchen bench lightly and roll the dough into a long log. Cut the mixture into 12 equal-sized pieces.
Roll each of the dough portions into a ball shape and place onto the prepared baking trays.Press the balls down lightly so that the top is flat. Brush the rolls with the lightly beaten egg. Top with the diced bacon and grated cheese. Place the trays back into a warm spot and allow to rise again for 30 minutes (they won't quite double in size this time).
Preheat the oven to 180 degrees celsius (fan-forced) or 200 degrees celsius (conventional).
Bake the rolls in the oven for 20 minutes. The rolls are cooked when they're golden on top and sound hollow when cooked through.