Mix together beaten egg yolks and corn. Saute onion and green pepper in the shortening and add to egg and corn mixture. Lightly fold in cooked rice. Place half the mixture in a baking dish, add 1/4 cup of cheese, salt, and pepper, then remaining corn mixture. Cover with remaining grated cheese. Dust with paprika and lay strips of bacon across the top. Bake in a 400° oven for 20 minutes, or until bacon is cooked.