Pre-heat oven to 350°F.
Cut breasts lengthwise, but not all the way through, and flatten them out lightly with a meat mallet.
Place 4 uncooked spears of asparagus in the middle of each.
In a bowl, mix cheese, mushrooms, chili, salt and pepper.
Place a generous handful of cheese mixture on each bundle of asparagus.
Fold the breast back together, use toothpicks, if needed, to keep it together.
Wrap two slices of bacon around each breast, place in an oven-proof dish.
Mix the oil and seasonings together and gently baste the breasts all over with a brush.
Place in oven and bake for 40 minutes.
