oven to 400
Meanwhile make the polenta: put the corn meal in a pot set on medium high heat. Whisk in the stock and milk while heating to a boil, stirring often. Then reduce the heat and simmer for about 5 to 10 minutes until the polenta is thick. Finish with two tablespoons of butter, and the cheese, stirring until melted and check the seasoning. If the polenta gets too thick you can always add more stock or milk. You're aiming for the consistency of oatmeal.
Note: This dish earns high marks from me, I will make it again, but it does not have a sauce. If you would prefer a sauce, use this alternate method: (you will need an extra 1/2 cup of stock, a little more butter, and 1/4 cup of sherry, Marsala, or white wine)
Instead of roasting the shallot, garlic and mushrooms in the oven with the sprouts, put them in a pan with a tablespoon of olive oil and a tablespoon of butter and saute on medium heat for 5 to 7 minutes. When the mushrooms are browned, deglaze the pan with the wine, and then add the stock. Cook on high to reduce the stock a bit. Then add the sprouts and bacon, heat through and finish the sauce with 1 Tbsp of butter. Check the seasonings. Spoon over the polenta and finish as before. I think I would prefer this way because the little bit of sauce would be nice with the polenta.