Here's how you do it

1. Preheat the oven to 200C. Trim and halve the sprouts, put them into an oven-proof dish, drizzle with oil and season with salt and pepper. Roast for 10 minutes.
2. Chop the bacon into thin strips then fry in a pan until crispy. Remove with a slotted spoon. Fry the onions in the bacon fat with the butter, for five minutes, until soft.
3. Add the cream to the pan and bring to the boil, stir in half of the cheddar and season with the nutmeg and a pinch of salt and pepper.
4. Stir the bacon into the sprouts and pour over the cream. Sprinkle the rest of the cheddar over the sprouts and put under a hot grill for 5 minutes, until bubbling and golden.