Place an oven rack in the center of the oven. Preheat the oven to 400 degrees F.
Spray a baking sheet with cooking spray. Lay the pancetta in a single layer on the prepared baking sheet and bake for 10 to 12 minutes until crispy and brown. Drain on paper towels.
In a medium bowl, combine the eggs, gorgonzola cheese, lemon zest, mayonnaise, and chives. Season with salt and pepper, to taste, if using. Spread the mixture evenly over 4 slices of the bread. Crumble the pancetta and sprinkle over the egg mixture. Place the remaining bread slices on top.
Cut the sandwiches in half and arrange on a serving platter.