PREHEAT oven to 400ºF. Place chicken thighs on cutting board, smooth-sides down. Top evenly with broccoli; sprinkle with cheese and bacon.
ROLL up each chicken thigh tightly, starting at one of the short ends; secure with toothpicks. Place coating mix in shallow bowl. Roll each chicken bundle in coating mix until evenly coated on all sides. Place in single layer, seam-sides down, in foil-lined shallow baking pan.
BAKE 25 to 30 min. or until chicken is cooked through (170ºF). Remove and discard toothpicks before serving.