Put the first 6 ingredients from cream to pepper in a saucepan and stir well, then bring to the boil and simmer for 5 minutes.
In the meantime, wrap the fillets in bacon, pepper and add a little salt. Then fry on both sides in the hot oil. Pour into a baking dish and spread the hot sauce over it.
Bake in the oven preheated to 190 ° C top / bottom heat for 20 minutes.