Boil or steam the potatoes. Drain, then transfer to a saucepan with the milk and blend. Lightly grill the bacon.
Crumble the stilton (reserving a little for a garnish) over the potatoes and gently stir it in. When the cheese has melted, add the cream, salt and pepper. Bring to a boil, then remove from the heat.
Cut the bacon into small pieces and reserve a little for a garnish. Place the rest of the bacon in the bottom of individual serving bowls or in a soup tureen. Top with the reserved bacon and cheese and the parsley. Serve immediately.
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