1. Heat half the oil and butter in a pan. Fry the bacon for 5 minutes until crisp and golden. Remove; set aside. Add the apple wedges. Fry for 2 minutes. Remove; set aside.
2. Fry chopped apple, shallot, mushrooms and chestnuts for 5 minutes until softened. Remove from heat; allow to cool slightly. Stir in the Stilton and half the bacon. Season well.
3. Flatten the turkey steaks slightly with a rolling pin. Spoon the Stilton mixture on to the turkey steaks. Roll up each steak; tie securely with string.
4. Heat the remaining butter and oil in a large frying pan. Fry the turkey breasts for 30 minutes, turning once, until completely cooked through. Remove from pan; keep warm.
5. Add the sherry to the pan. Heat, stirring for 1 minute. Add the cream; bring to the boil. Return the turkey, remaining bacon and apple wedges to pan. Season. Garnish with thyme. Serve with a selection of cooked vegetables.