Shallow fry the onion, garlic and fennel until soft. Remove from the heat, add the chopped apple, herbs, lemon zest and juice. Season the obtained mixture and mix well all the ingredients, bind with enough bread crumbs. Trim the pork fillet from any fats. Place between 2 sheets of cling film and bash until it is around 1 cm thick and cut in half. Prepare the chicken the same way, rub with the paprika. Place a piece of cling film on a board and arrange the 5 slices of bacon overlapping slightly. Lay a slice of fillet on the centre of the bacon, top with the ½ of the filling and crumbled blue cheese, cover with a slice of chicken breast. Lift the bacon slices over and wrap the meats and filling tightly. Wrap tightly with the cling film to obtain a tight cylindrical shape, chill for 1 hour. Repeat the same process with the remaining ingredients. Unwrap carefully and place on a baking tray with the bacon ends underneath. Roast in a hot oven temp 200°c for approx 40 minutes, or until the bacon is crispy and the meats are cooked through. To make the sauce, prepare the gravy according to packet instructions. Whisk in the blue cheese and stir in the fresh cream, reduce for 10 minutes. Serve with the mashed potatoes and vegetables.