BACON Start the bacon in a cold pan (lay out your strips on the pan before turning on the heat). Cook bacon over medium-high heat until crisp and brown.
BRUSSELS SPROUTS While the bacon is cooking, cut off the stem end of the Brussels sprouts and cut each in half from top to bottom. Heat up water in a large pan, place Brussels sprouts in water, bring to a boil and cook for 5 minutes. Remove them from the pan and drain.
Remove bacon from the pan using a slotted spoon and cut it into ½-inch pieces. Keep the bacon fat in the pan and decrease the heat to low.
ONIONS and APPLES Add the onion to the bacon fat and cook them just until they turn semi-translucent, approximately 4 minutes. Add the salt and apples and continue to cook for another minute.
FINAL ASSEMBLY Add cooked Brussels sprouts, heavy cream and mustard and cook for 5 minutes until heated through. Stir in the bacon, Gorgonzola cheese and nutmeg. Serve immediately.