Bring a large pot of water to a boil, salt it, add the pasta and cook until just shy of al dente.
Heat the oven to 350 degrees . Bake the bacon on a broiler pan until crisp, 25 to 30 minutes. Chop the bacon. Preheat the broiler.
Meanwhile, in a medium saucepan, melt the butter over medium heat. Whisk in the flour for 1 minute, then whisk in the milk; season with salt, pepper and nutmeg. Cook until reduced, about 5 minutes. Stir in 2 cups cheese until melted, then remove the sauce from the heat and stir in the horseradish and bacon.
In a casserole dish, combine the pasta with the sauce and top with the parsley, scallions and remaining 1/2 cup cheese. Broil until browned, 3 to 4 minutes. Serve with the pickles.
