Mix shrimp, pepper Jack cheese, yellow bell pepper, and green onion together in a bowl. Stir in Creole seasoning.
Place chicken thighs skin-side up on a cutting board. Pound with a meat mallet until somewhat flattened. Flip.
Pack an even amount of the shrimp mixture over each chicken thigh. Roll up chicken; wrap tightly with bacon slices. Transfer rolls to a large baking pan.
Bake in the preheated oven until juices run clear from chicken and bacon is crisp, about 45 minutes.
