Found a recipe that is really really easy. I am putting this all in my own words so that you don't have to worry about copyrights, and the instructions are soooooo easy that even I would have problems messing it up. I did have a problem because my oven seems to not be as hot as it says it is and so I had to bake them for 2 1/2 hours.
1 lb bacon sliced in half
box waverly crackers or club crackers
fresh grated parmesan cheese
Preheat oven to 250 degree oven (don't make it higher or cracker could burn)
I used a small mellon baller and added a mound of cheese on a cracker, then wrapped it with the half slice of bacon. Then bake for 1 1/2 to 2 hours on a pan that has a drip pan under it as the bacon grease will be soaked into the cracker if it is a regular pan. Like I said, I ended up baking for 2 1/2 hours and didn't have a problem. Drain on paper towels and eat them up. You can also freeze them by putting in one layer, top with foil and put another layer and so on and so on. Can be frozen for 3 months. When you bring out of freezer, let them defrost for a short time and then put in a 300 degree oven until warm.
They are really very good and later on I may try experimenting with other types of cheeses and see how they turn out.