Preheat oven to 400 degrees. Place chicken thighs on cutting board, smooth sides down. Top evenly with broccoli; sprinkle with cheese and bacon.
Roll up each chicken tightly starting at one of the short end; secure with a toothpick. Place coating mix in a shallow bowl. Roll each chicken bundle in the coating mix until evently coated on all sides. Place in single layer, seams down, in foil lined shallow baking pan.
Bake for 25-30 minutes or until chicken is cooked (170 degrees). Remove toothpicks before serving.