Take each chicken breast, wrap a bacon medallion around the middle and secure it with a cocktail stick.
Set the chicken aside, then add all of the remaining ingredients into an oven-proof dish with a tight fitting lid.
Place the chicken on top and replace the lid. Cook for 1 hour at 180°C.
When the time is up check that the chicken is cooked. Remove it from the dish and set aside.
Blitz the sauce with a stick blender until smooth.
Place the cooked chicken in an ovenproof dish and remove the cocktail sticks.
Pour the sauce over the chicken breasts and top with cheese. Divide the cheese equally between all four chicken breasts.
Place under a hot grill until the cheese is melted and a nice golden colour.