Heat the oven to 200C/180C fan/gas 6. Squeeze the meat from one of the chipolatas into a bowl, discarding the skin. Put the grated apple in a clean tea towel and squeeze out any excess liquid, then add to the sausagemeat with the pecans, a quarter of the bread and the sage. Season, then combine using your hands and form into a fat sausage shape. Cut a long slit in the chicken breast lengthways on one side, being careful not to cut it in half (you should be able to open it up like a book). Stuff the chicken breast with the stuffing sausage, then wrap two of the bacon rashers around it so it’s fully enclosed, securing it with a couple of cocktail sticks.
Put the stuffed chicken breast in a large roasting tin. Wrap the remaining bacon rashers around the remaining chipolatas and add to the tin around the chicken.
Add the apple wedges, sprouts and potatoes to the roasting tin. Cut the parsnip in half lengthways and put it, cut-side down, on a chopping board. Make very thin, close cuts into the parsnip halves that go almost but not fully through – put a wooden spoon on either side of the parsnip halves to stop the knife going through, if you like. Transfer to the roasting tin with the garlic and two of the bay leaves. Drizzle over the oil and season everything with salt and pepper. Roast for 40-45 mins, or until everything is cooked through. Brush the vegetables in the oil and meat juices once or twice near the end of the cooking time.
Meanwhile, pour the milk into a small saucepan with the remaining bay leaf, the cloves and shallot. Heat gently for 5-6 mins, stirring occasionally, or until the shallot is starting to soften. Strain the milk into a heatproof jug, reserving the shallot and discarding the bay leaf and cloves. Return the milk to the pan with the remaining bread and cook, stirring, until you have a thick, porridge-like sauce. Add half the butter and stir until melted, then season, remove from the heat and set aside.
Slice the reserved shallot, then add to a deep frying pan with the rest of the butter. Fry until just golden, then pour in the balsamic vinegar. Continue to cook until the vinegar has reduced and is thick and sticky, then add the wine. Cook until the wine has reduced by half, then stir in the stock and bubble until the sauce is glossy and slightly thickened.
Gently reheat the bread sauce. Slice half the chicken (reserving the rest for leftovers) and put on a plate with the pigs in blankets and the roast apple, sprouts, potatoes and parsnip. Drizzle over the red wine gravy and serve with the pickled red cabbage and cranberry and bread sauces on the side.