Cooking the bacon will release its grease and avoids a soggy pastry.
The white sauce is optional, you can make these wraps without it.
It is possible to prepare this wraps half a day in advance and to store them in the fridge. Just make sure that the white sauce is at not warm anymore when spreading it on the wrap of the puff pastry will start to complain.
Replace the bacon by cooked ham
Add some stewed onions to the filling.
Add some parsley to the white sauce.