Heat vegetable oil over medium high heat in a skillet. Cook onion, mushrooms and garlic until softened, about 6 minutes.
In the meantime, add egg, tomato sauce, breadcrumbs, ground beef, salt and pepper in a large bowl. Add in cooked onions, mushrooms and garlic and combine together with clean hands.
Lay out slices of bacon on a baking sheet. Spread meat mixture thinly over slices. Roll up like a jelly roll. Bake for 1 hour and 15 minutes. Serve hot.