We address the stability of light bullets supported by Bessel optical lattices with out-of-phase modulation of the linear and nonlinear refractive indices. We show that spatial modulation of the nonlinearity significantly modifies the shapes and stability domains of the light bullets. The addressed bullets can be stable, provided that the peak intensity does not exceed a critical value. We show that the width of the stability domain in terms of the propagation constant may be controlled by varying the nonlinearity modulation depth. In particular, we show that the maximum energy of the stable bullets grows with increasing nonlinearity modulation depth.