Place the eggs in a saucepan and cover with water. Bring to a boil. Cover and remove from heat. Let the eggs sit for 20 minutes.
Drain the eggs, and immediately plunge the eggs in a bowl of cold water. Let the eggs sit for 5 minutes. Carefully peel the eggs.
Place the eggs in a bowl, cover, and refrigerate for about 10 minutes. This makes the egg easier to cut, but you can skip this step if you pressed for time.
Cut 1 cm off the bottom (fat side) of the egg. Gently squeeze or scoop out the egg yolk into a medium bowl. Depending on where the egg yolk is sitting in the egg, you may need to cut a bit more off the egg. Try to cut as little as possible though, so you can see the egg whites sticking out of the egg cups. Carefully set the hollow egg whites into the egg cups.
Cook the bacon strips in a frying pan over medium heat. Once the bacon is done, allow the bacon to cool then chop 2 strips it into small pieces (about ½ cm x ½ cm). Cut the third strip widthwise into 1 cm pieces and set aside. Save 2 teaspoon of the rendered bacon fat.
In the medium bowl with the egg yolks, add the rendered bacon fat, sour cream, plain yogurt, salt, pepper and cayenne. Mash everything together with a fork until it is creamy and smooth. Mix in the chopped bacon.
Spoon everything into a piping bag with a large round nozzle (because there are pieces of chopped bacon in the mix, a round nozzle works best). Carefully pipe the filling into the hollow egg whites, overfilling each one until it forms a nice dome on top. Sprinkle each with some chives. Top each one with the small cut strip of bacon.