Cut the onion and bacon into bite-sized pieces.
Heat olive oil in a pan and sauté the onion and bacon.
Blanch the udon noodles in boiling water and set aside.
Add heavy cream and milk to the pan and bring to a simmer.
Add the udon noodles, season with salt and pepper to taste.
Sprinkle with Parmesan cheese and mix well.
Serve on a plate and garnish with parsley.