Stir together first 5 ingredients in a medium bowl. Set aside.
Place chicken, skin side down, between 2 sheets of heavy-duty plastic wrap; flatten to 1/4-inch thickness, using a mallet or rolling pin.
Spread one-fourth of cream cheese mixture on skinless side of each chicken breast half; top with 1 piece of bacon. Roll up chicken, jellyroll fashion, lifting skin and tucking roll under skin.
Whisk together egg and milk in a bowl. Combine baking mix, Creole seasoning, and pepper in a shallow dish. Dip chicken rolls in egg mixture; dredge in baking mix mixture.
Pour oil to depth of 2 inches in a large skillet; heat to 350°. Fry chicken rolls, in batches, 10 to 12 minutes or until dark brown and done, turning chicken rolls often. Drain on a wire rack over paper towels.
Spoon 1/4 cup Roasted Red Pepper-and-Vidalia Onion Gravy on each of 4 individual serving plates; top with 1 chicken roll. Drizzle with remaining gravy.