Combine the shredded mozzarella cheese and cream cheese in a bowl, and microwave it for one minute. Stir, then cook for another 30 seconds. Add in almond flour, a beaten egg, salt and pepper. Stir well to combine.
Let the dough cool enough so that you can handle it, then knead until smooth. Add extra almond flour if it is too sticky to work with.
Take a small portion of the dough and flatten it out into your hand. Add a slice of mozzarella cheese string, a few bacon bits, and some finely diced fresh jalapeño.
Form the dough around the filling, ensuring that all sides are completely sealed. Place it on a baking sheet lined with a silicone mat. Continue with the rest of the dough: this recipe makes 16 cheese bombs.
Sprinkle any remaining bacon bits over the top of each bomb, then roast for 10 minutes.
Let cool slightly, then garnish with chopped chives and serve warm.