Bring the meat out of the fridge 30 minutes before cooking. Wash the inside of the bird with plenty of cold water and pat dry with kitchen paper.
Peel the shallots and slice lengthways.
Season the whole pigeon with pepper and salt.
Put the butter in a pan over a medium to high heat and add the pigeons. Let them sear to brown the meat and then use tongs or a carving fork to turn the birds so that they are brown all over. Transfer the birds to a deep side roasting tin.
Add the sliced shallots to the same pan and cook for 5 minutes until softened then add shallots to the roasting pan.
Place a bay leaf on each whole pigeon. Cut each bacon slice in half and tuck over the breast to protect the meat in the oven.
Preheat the oven to 180 C / 350 F / 160 FAN / Gas 4 and roast for 10 - 12 minutes for a medium roast and 14-16 minutes for well done.