Place bacon in a large skillet or wok; cook and stir just until crispy, about 10 minutes. Add mushrooms and cook until mushrooms are tender, about 5 minutes.
Stir water and curry sauce mix into bacon-mushroom mixture; bring to a boil. Cook, stirring occasionally, until sauce is thickened, 5 to 10 minutes.
Season chicken breasts with salt and black pepper. Whisk panko bread crumbs, salt, black pepper, and cayenne pepper together in a pie plate or shallow bowl. Pour beaten eggs into a second shallow bowl. Dip chicken in the beaten eggs and coat with bread crumbs mixture.
Heat peanut oil in a large skillet over medium heat. Cook chicken in the hot oil until no longer pink in the center, about 5 minutes per side. Slice chicken.
Spoon 1/2 cup rice onto individual plates; top with chicken, curry sauce, and 1 slice Havarti cheese.
