Thaw the fish fillets, if necessary.
Chop the carrots, potatoes, and bell pepper into small pieces. Cut the leek into thin rings. Set aside in a bowl. Chop the onion and bacon (if not already cubed) very finely.
Saute: Heat the olive oil and cook the onions and bacon until the onions are translucent, about 3 minutes. Add the finely chopped garlic and cook for 1 more minute, stirring often. Add the chopped vegetables to the pot and cook for about 3-4 minutes, stirring a few times in between.
Simmer: Add the vegetable stock, bring everything to a boil, and cook until the vegetables are soft, about 10 minutes.
Chop: In the meantime cut the fish filets into bite-sized pieces.
When the vegetables are soft, add the fish, heavy cream, milk, salt, and pepper to the soup and cook for another 5 minutes or so. Check the fish and take care not to overcook it. It is preferable to undercook the fish; it will continue cooking during the few minutes you will need to bring the soup to the table.
Adjust the taste with some freshly squeezed lemon juice, salt, and pepper, sprinkle with parsley and serve immediately with baguette, dinner rolls, or crusty bread.