Preheat the oven to gas 4, 180C, fan 160°C Cook the Brussels sprouts in a large pan of boiling salted water for 3 minutes, drain, and refresh in iced water. Grease a large 28cm x 22cm (11in x 9in) oven dish and add the sprouts.
Fry the bacon pieces in a frying pan over a medium heat until crisp. Set aside.
Mix together the creme fraiche, mustard, and milk, and pour over the sprouts. Scatter with the Gruyere and the bacon. Bake for 15-20 minutes, until golden. Serve immediately.