I would roll up the bacon before smoking, and also choose a thin slab. I think you will have a difficult time rolling it afterwards, you might be able to do if it you roll the bacon when it is fresh from the smoker, and still hot.
I do this occasionally because the local pork belly is often thinner. Generally we roll it after curing and before smoking. For curing, and I dry cure, we simply fold them in half. Remember to chill down well before slicing so they will hold together better.