Bring a saucepan of lightly salted water to the boil over a high heat and add the leeks. Boil for 6 to 8 minutes, or until tender. Drain, set aside and allow to cool.
Place the bacon into a heatproof dish and place under the grill. Cook on high for 4 to 5 minutes on each side, or until evenly browned and no longer pink. Remove from the heat and set aside.
When bacon and leeks are cool enough to handle wrap one piece of bacon around each portion of leek. Place in an ovenproof baking dish.
In a saucepan over a medium heat, melt the butter then sprinkle in the flour and paprika and stir until golden brown. Gradually whisk in the milk ensuring there are no lumps until the sauce thickens. Add the cheese, reserving a little to sprinkle on top, and seasoning and stir until melted. Pour the cheese sauce over the leeks and sprinkle over the remaining cheese.
Bake in the preheated oven for 20 minutes until piping hot and the cheese on top is melted and golden brown. Remove from the oven and serve.