Char chillis over an open flame until blackened and then place in a plastic bag to sweat for 10 minutes. Remove and scrape off the back skin. You can also do this in the oven or under a grill but it takes longer. Remove the stalk and scrape out the seeds. Chopp very finely.
While this is going on, fry the bacon until crispy. Drain on kitchen paper and set aside to cool.
In a bowl add the cream cheese, chopped chilli and bacon and mix well. Add the grated cheese and mix again until well combined. You will have a very thick paste.
Heat your sandwich press or a non-stick skillet, and assemble the sandwiches. Butter the outside slices and cook until golden brown and all the cheese has melted in the middle.