Preheat the oven to 220C/425F/Gas 7.
For the wraps, wrap the bacon around the cheese and place onto a baking sheet and place into the oven to bake for ten minutes, or until the bacon is cooked.
For the red pepper relish, place all of the relish ingredients into a small saucepan over a medium heat and simmer for ten minutes, or until the peppers and onions are cooked.
Serve the cheese and bacon wraps on a plate with the salsa in a bowl to the side.