Preheat your oven to 350°F (175°C). Line a baking sheet with foil or parchment (for easier cleanup) or lightly grease a 9x5 inch loaf pan.
Prepare the meat mixture. In a large bowl, combine ground beef, ground pork, diced onion, garlic, beaten eggs, breadcrumbs, shredded cheddar, Parmesan, ketchup, Worcestershire sauce, Dijon mustard, oregano, thyme, salt, pepper, and cayenne (if using). Mix gently with your hands until just combined – don't overmix or your meatloaf will be tough.
Create the cheese mixture. In a small bowl, mash the cream cheese until smooth, then wrap it around your mozzarella log, forming a cheese "core." Set aside.
Make the bacon weave. On a piece of parchment paper or a clean surface, lay 5-6 bacon slices vertically, side by side, overlapping slightly. Fold back every other slice halfway. Place a bacon slice horizontally across the unfolded slices, then unfold the vertical slices over the horizontal one. Fold back the alternate vertical slices, add another horizontal slice, and continue the process until you have a woven bacon pattern.
Assemble the meatloaf base. If using a loaf pan, press half the meat mixture into the bottom. If using a baking sheet, form half the meat mixture into a 9x5 inch rectangle.
Add the cheese center. Place the cheese core in the middle of the meat, pressing it in slightly.
Cover with remaining meat. Add the rest of the meat mixture over and around the cheese, sealing it completely inside. Shape into a loaf, ensuring there are no cracks where cheese could leak out.
Apply the bacon weave. Carefully lift the bacon weave and drape it over the meatloaf, tucking the ends underneath. If using a loaf pan, the ends can go up the sides.
Make the glaze. In a small bowl, whisk together the ketchup, brown sugar, apple cider vinegar, and Worcestershire sauce until the sugar dissolves.
Initial bake. Place the meatloaf in the preheated oven and bake for 40 minutes.
Add the glaze. After 40 minutes, remove the meatloaf and brush with the glaze. Return to the oven.
Finish baking. Continue baking for 30-35 minutes more, or until an instant-read thermometer inserted into the center registers 160°F (71°C) and the bacon is crisp. If the bacon starts to get too dark, cover loosely with foil.
Rest before serving. Allow the meatloaf to rest for 10-15 minutes before slicing. This critical step helps keep the cheese from oozing out too quickly.
Slice and serve. Cut into thick slices and prepare for the oohs and aahs as the cheese pulls and stretches.