Arrange a rack in center of oven; preheat to 400°. Spray an 8" or 10" ceramic baking dish with cooking spray. Sprinkle bottom of dish with cornmeal.

In a medium skillet over medium-high heat, melt 1 Tbsp. butter. Working in batches if needed, cook bacon, turning occasionally, until edges start to turn brown, about 30 seconds per side. Transfer to a cutting board and cut into ½" pieces.

In a medium bowl, whisk eggs and milk. In a medium nonstick skillet over medium heat, melt remaining 2 Tbsp. butter. Cook egg mixture, gently stirring with a rubber spatula, until eggs scramble, about 30 seconds. Remove from heat and keep stirring until eggs are just beginning to cook, about 15 seconds. Return to medium heat and cook, stirring, until eggs are scrambled and just set, about 3 minutes. Remove from heat; season with salt and black pepper.

On a work surface, spread pizza dough to a 15" x 10" rectangle. Spread mustard over dough; season with cayenne. Top with bacon and scrambled eggs. Starting with the long side facing you, roll pizza dough into a log. Using a sharp knife, cut into 12 pieces about 1 ½" wide. Arrange slices in prepared pan cut sides up.

Bake rolls until dough is golden brown, about 25 minutes.

In a standard blender or tall cup slightly wider than an immersion blender, blend egg yolks, lemon juice, salt, cayenne, and 1 tsp. water until frothy.

In a small skillet over medium-low heat, melt butter (or melt butter in a microwave in 10-second increments).

With the motor running on medium speed, slowly drizzle in melted butter in a thin stream. Continue to blend until sauce is emulsified, thick, and yellow in color.

Drizzle half of hollandaise on top of rolls. Top with chives. Serve remaining hollandaise alongside.