Using Cheesecloth for Pancetta
I've made pancetta many times.  When rolling, I just tie with a string. Traditionally, it is just tied off.  Personally, I prefer the results when I just hang it without rolling...poke a hole, loop a string, hang...but that is just personal preference.  The only downside I can see to the cheese cloth, is that it might slightly slow the drying process.  Other than that, as long as you are working clean, I can't see a problem with it, but I am not sure it really helps you in any significant way.  Perhaps you could get a tighter roll with a sheet of cheesecloth?