I would think the tricky part is getting the bacon crisp without overcooking the steak, but that is also the case even if you don't sous vide. I haven't tried them, but I think you would cook them following a medium rare to rare filet settings (or however you like your steak cooked). Then instead of searing the flat sides of the steak, focus on searing the bacon/sides instead. I've also seen some recipes that sear the bacon before putting into the bath. Let us know how it goes!