Preheat oven to 350°F. Melt butter in medium saucepan on medium heat; stir in flour. Cook 1 min. Gradually add milk, stirring until well blended. Cook and stir until mixture comes to boil. Remove from heat. Add cheese, stirring until melted. Stir in mustard and bacon bits. Cool slightly. Stir in egg yolks, 1 at a time.