Preheat the oven to 350F/180C.
Trim off any fat or fibrous bits from the chicken then lay them flat on a cutting board. Using a small, sharp knife, make a slit on one side and move it around a little up and down inside, without cutting through the other side, to form a pocket. The opening can be small or larger, as suits, but around 2in/5cm works quite well. Use your hands to help open up the pocket evenly, as needed.
Take around half of the haggis and stuff it inside the pocket in the chicken breast, pressing it up and down either end of the gap. Press the top and bottom together a little then take pieces of bacon and wrap them around the chicken, with the ends joining underneath, as far as possible. repeat with other chicken breast.
Warm a skillet/frying pan over a medium-high heat and sear the bacon onto the chicken on the bottom, and sear briefly on the top. Transfer to a baking dish. Sometimes, this shrinks the bacon so that curls away from the chicken - if so, use a cocktail stick to help hold the bacon in place.
Transfer the chicken to the oven and bake for around 30 - 40 minutes until the chicken is cooked through (it should feel firm and you may see some white juices appear at the bottom). Meanwhile, make the sauce.