Cut tops off rolls; set aside. Make 1-inch-deep indentation in center of bottom half of each roll.
Crumble 6 bacon slices; sprinkle into bread bowls. Top with VELVEETA. Slip 1 cracked egg into each bowl; place on baking sheet.
Bake 20 to 25 min. or until egg whites are completely set and yolks begin to thicken but are not set, adding tops of rolls, cut-sides up, to baking sheet for the last 5 min.