cook bacon until lightly brown but still flexible (not crisp). remove from pan and let dry.
Cook the shallots in the remaining bacon fat over low heat, stirring, until softened. Transfer shallots with a slotted spoon to a small bowl and leave any fat remaining in skillet. Preheat oven to 300°F.
Place each chicken breast half between 2 sheets of plastic wrap. With smooth side of a meat pounder pound each breast to 1/8-inch thickness. Discard plastic from boned side of each breast. Sprinkle chicken with lemon pepper (or ground black pepper and a little lemon zest) and salt. Place 2 1/2 slices of bacon lengthwise (parallel with grain of flesh) along middle of each breast. Top with shallots and Parmesan. Using plastic wrap to help you, tightly roll up each breast lengthwise, tucking in the ends to enclose the filling. Secure seams with wooden toothpicks.
Add 1 Tbsp olive oil to reserved fat in skillet and heat over medium high heat. Brown roulades on all sides, about 5 minutes total. Transfer the skillet to middle of oven and bake roulades until just cooked through, 20 to 25 minutes.
Transfer chicken to a plate with tongs and keep warm, covered with aluminum foil. Pour off fat from skillet. (Careful! The handle is hot, use an oven mitt.) Add wine to the skillet and deglaze over medium high heat, scraping up brown bits. Boil wine until reduced to about 1 tablespoon. Add garlic and butter. Cook mixture over medium low heat, stirring, for 1 minute. Add flour and cook roux, stirring, 1 minute. Add broth and cream and bring to a boil, whisking. Simmer the sauce, whisking, 2 minutes. Pour through a fine mesh sieve into a small saucepan. Keep sauce warm. Remove the wooden toothpicks from roulades and cut crosswise into 1/2-inch slices. Spoon some sauce in center of each of 4 plates and arrange roulade slices decoratively on sauce.