In a large skillet, cook the bacon until crisp. Transfer to a separate plate to cool. Drain all but 1 tablespoon of bacon fat.
In the skillet with reserved bacon fat, sauté the onions and bell peppers over medium heat until soft, about 5 minutes. Add the garlic, apple cider vinegar, sugar, Cajun seasoning, hot sauce, and collard greens. Cover and cook, stirring occasionally, until the greens are tender, about 15 minutes. Remove from the heat.
Chop the cooled bacon. Reserve a few tablespoons for the topping.
To the collard greens in the skillet, add the chopped bacon, cream cheese, Treasure Cave Crumbled Blue Cheese, and sour cream. Stir until well combined, then transfer the dip to a small baking dish. Sprinkle the top with the panko breadcrumbs and the reserved bacon. Bake until bubbling, 10 to 15 minutes. Serve immediately.