HEAT oven to 400ºF.
PLACE chicken, smooth-sides down, on work surface; top with broccoli, cheese and bacon.
ROLL up each chicken thigh tightly, starting at one short end; secure with wooden toothpicks. Roll in coating mix until evenly coated. Place, seam-sides down, in single layer in shallow foil-lined pan.
BAKE 25 to 30 min. or until chicken is done (165ºF). Remove and discard toothpicks before serving.