To help the cheese crumble easier, leave uncovered in the fridge for a day.
Preheat oven to 350 degrees. Cook bacon over medium-high heat until crisp. Remove bacon from the pan, reserving the grease. When the bacon has cooled, crumble.
Grease a 9-inch loaf pan (I used a 10-inch pan) with reserved bacon grease and line the bottom with a piece of parchment paper.
In a large mixing bowl, whisk together the flour, baking powder, chili powder and salt.
In a separate bowl, whisk together the eggs, olive oil, yogurt, mustard and chives until smooth. Make a well in the center of the dry ingredients and use a rubber spatula to stir in the wet mixture, stirring just until the wet ingredients are almost incorporated. (there should be a bit of flour still visible). Do not over mix. Fold in the bleu cheese, parmesan, and bacon bits until everything is just moistened. Scrape the batter into the prepared loaf pan.
Bake for 1 hour, until the top is golden brown and the cake springs back when you gently touch the center. Let the cake cool for 5 minutes, then tilt it out onto a wire cooling rack. Peel off the parchment paper and let cool upright before slicing.
Storage: The cake can be wrapped in plastic and kept for up to three days. It can also be frozen, well-wrapped, for up to two months.