Pre-heat the oven to 350ºF.
With a sharp paring knife, core the Brussels sprouts and separate the leaves. Place in a large bowl.
Bring a large pot of water to a boil. Salt the water and par-boil the leaves for 2 minutes or so to tender crisp. Remove with a spider; drain and cool, then dry on a kitchen towel. Add more water to fill the pot back up for the pasta and return to a boil.
Heat a saucepot over medium heat with the EVOO and brown the bacon; remove and drain. Pour off most of the drippings, then add the butter and melt. Add the onion and garlic, stir for 5 minutes, then add a little salt and pepper; stir in the flour and cook for 1 minute. Whisk in wine to deglaze; whisk in the stock and then milk. Cook to thicken and season with nutmeg, to taste. Reduce the heat to low.
Boil the pasta for 5-6 minutes to just shy of al dente; drain.
Stir two-thirds of the cheeses into the sauce in a figure-eight motion. Drain the pasta, then toss with the Brussels sprouts, bacon and sauce and pour into a baking dish. Top with the remaining cheese and heat through in the oven, about 10-12 minutes.