Preheat oven to 200°C/180°C fan-forced. Grease a 5cm-deep, 24cm x 34cm (base) baking dish. Line base and 2 long sides with baking paper, allowing a 2cm overhang.
Melt butter in a saucepan over medium heat. Add onion and bay leaves. Cook for 3 to 4 minutes or until onion has softened. Add flour. Cook, stirring, for 2 minutes or until bubbling. Remove from heat. Gradually add 2 cups milk, whisking constantly until smooth. Return to heat. Add cheese and nutmeg. Cook, stirring, for 10 minutes or until sauce thickens. Remove from heat. Cool for 10 minutes. Discard bay leaves.
Meanwhile, whisk eggs, cream and remaining milk together in a bowl. Add parsley and cheese mixture. Season with salt and pepper. Stir to combine. Pour into prepared dish. Cover with foil. Bake for 40 minutes or until edges start to set.
Meanwhile, heat a non-stick frying pan over medium heat. Cook bacon for 3 to 4 minutes or until just golden.
Remove foil from baking dish. Top frittata with tomato and bacon. Bake for 25 to 30 minutes or until just set in centre (see tip). Stand for 5 minutes. Top with parsley. Serve with bread and rocket.