Preheat large cast-iron pan over high heat.
Blot thawed filet mignon tips dry with paper towel and trim with kitchen knife to achieve about 0.5-ounce pieces that are shorter than a bacon slice height.
Season tips with Omaha Steaks Seasoning.
Add oil to preheated cast-iron pan and allow to warm briefly.
Add seasoned tips to skillet and stir while cooking for about 1 minute, just long enough to sear sides while keeping center raw.
Quickly remove tips and cool in refrigerator.
Put 4 bacon slices on a paper towel-lined, microwave-safe plate, cover with another paper towel, and microwave on high for 30-40 seconds. Repeat 7 times until all bacon slices are thawed.
Wrap seared tips with bacon and secure bacon with 1 toothpick.
Stand wrapped tips up on baking sheet so bacon is on its side, leaving space between each wrapped tip.
Pack 1 teaspoon of cheese in center of bacon for each tip.
If preparing in advance: Cover baking sheet with plastic wrap and refrigerate until ready to finish in oven.
Preheat oven to 450 degrees Fahrenheit, then cook the wrapped tips for 5-8 minutes, or until cheese is melted.
Plating: Transfer to serving plate, drizzle with balsamic vinegar glaze, and sprinkle with minced chives.