Remove bacon from package, cut pieces into 2 inch strips. This is much easier to do if the bacon is cold.
Take a chunk of steak, place a piece of cheese on steak and wrap a piece of bacon around it. The bacon will go all the way around it and overlap. Secure the bacon with a toothpick going through the steak.
When finished wrapping all of the steak with bacon, place on a cooling rack, pieces not touching and place rack on a baking sheet covered in parchment paper.
In a 400 degree oven, roast the steak pieces for 15 minutes, flip over and cook for another 15 minutes.