Heat the oven to 220°C (425°F). Toss the rutabaga and potatoes with 2 tablespoons of the olive oil, salt, and pepper on a rimmed sheet. Roast for 30 minutes, stirring once, until the edges are golden and a knife slides in easily.
Stir the breadcrumbs and milk together for the meatballs and let them sit for 5 minutes, until the crumbs form a paste.
Add the pork, egg yolk, sage, salt, and pepper to the paste. Mix with your hands for about 30 seconds, only until the mixture turns sticky and cohesive.
Divide into 18 portions. Flatten each in your palm, press a cheddar cube into the center, and roll closed so there is no seam or exposed cheese. Chill on a plate for 15 minutes.
In a large pot, cook the bacon in the remaining oil over medium heat for 5 minutes, until crisp. Add the onion and celery and cook for 6 minutes, until soft and translucent.
Sprinkle in the flour and stir for 1 minute until it smells nutty and no dry flour remains. Gradually whisk in the broth, then the milk, scraping up any browned bits.
Add the bay leaf and half the roasted vegetables. Bring to a gentle simmer and cook for 8 minutes, until the broth thickens enough to coat a spoon.
Reduce the heat to low. Lower the meatballs in one at a time, keeping the surface barely trembling. Poach for 12 to 15 minutes, turning once, until they are firm and reach 71°C (160°F) inside.
Stir in the cream and the remaining roasted vegetables and warm for 2 minutes. Remove the bay leaf, season to taste, and serve with parsley.