Preheat the oven to 400 degrees F (200 degrees C). Line a 9-inch square pan with parchment paper.
Trim asparagus spears to extend 1 inch past each side of thighs.
Place 1 cup mozzarella cheese into a bowl.
Lay chicken thighs flat on a work surface. Place 1/4 cup mozzarella cheese on each thigh, followed by 3 asparagus spears. Roll thigh around stuffing; wrap 1 bacon slice around each thigh. Tie a 12-inch length of string around bacon, ensuring bacon ends are secured. Place stuffed thighs in the prepared pan.
Bake in the preheated oven until no longer pink in the center and juices run clear, 30 to 40 minutes. An instant-read thermometer inserted into the middle of a thigh should read at least 165 degrees F (74 degrees C).
Melt 1 tablespoon butter in a small saucepan over medium-high heat; add jalapeños. Cook and stir until juices have evaporated, 1 to 2 minutes. Add remaining butter, melt completely, about 1 minute. Stir in flour until it starts to brown, 1 to 2 minutes. Pour in warm milk, 1/3 cup at a time, mixing thoroughly after each addition.
Bring milk mixture to a boil; reduce heat to medium-low. Simmer, stirring occasionally, until sauce thickens, about 7 minutes. Season sauce with salt and pepper. Add remaining mozzarella cheese; gently stir until incorporated.
Cut strings from thighs and smother with sauce.
Nutritional Facts
Per 4 servings
Calories: 447
Carbohydrate: 14g
Fat: 27g
Fiber: 1g
Protein: 36g
Sugar: 7g
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