Mix macadamia nuts, mayonnaise, lemon, sage, black pepper, and salt in a bowl until well combined.

Preheat oven to 475 degrees F (245 degrees C). Grease a baking dish with oil.

Heat a large skillet over medium-high heat; add bacon and cook, turning occasionally, until crispy, about 10 minutes. Leave as much bacon fat in the pan as desired and drain bacon slices on paper towels.

Place asparagus in the skillet and cook in the bacon fat until bright green and nearly tender, 3 to 5 minutes.

Place 1 chicken breast in a resealable plastic bag on a cutting board. Pound chicken firmly with the smooth side of a meat mallet to a thickness of about 1/4 inch. Repeat with the rest of the chicken breasts.

Place provolone cheese and 1 to 2 slices bacon on each chicken breast; divide asparagus spears equally over the breasts. Roll chicken around the bacon and asparagus; place, seams down, in the prepared baking pan. Coat with mayonnaise-nut mixture.

Bake in the preheated oven until crumbs are browned and chicken juices run clear, about 25 minutes. An instant-read thermometer inserted into the center should read at least 165 degrees F (74 degrees C).