1. Preheat the oven to 200C/400F/gas mark 6. Stuff the cavity of each grouse with two pieces of onion, and smear the breasts with the butter. Cut the bacon in half and lay four pieces over each bird.
2. Place the prepared grouse in a medium roasting tin. They should not be too snug but have a little space in between.
3. Pour the stock into the tin - you just need a thin layer, about ¾cm. Roast for 20-30 minutes, adding a little more stock if it boils dry. After cooking allow to rest for at least 10 minutes before serving.
4. Meanwhile, make the sauce: Stick the cloves into the cut side of the onion halves and place in a small saucepan along with the milk, bay leaf, peppercorns, nutmeg and salt. Bring slowly to the boil, then remove from the heat and strain off the solid ingredients.
5. Place the breadcrumbs in a bowl and pour over the hot milk. Return to the saucepan, add the butter and heat gently without boiling.
6. Finely chop half of the watercress and stir through the sauce. Remove the onion from the bird and spoon the pan juices over the breasts. Serve with the bread sauce on the side and use the remaining watercress as a garnish for the grouse.