Put the prunes in a small saucepan and pour in the brandy. Bring to a simmer over a medium heat, turning the prunes regularly, then set aside.
Melt half the butter with the oil in a large frying pan. Season the rabbit all over and fry in batches for 3–4 minutes on each side, until golden brown. Transfer the rabbit to a large flameproof casserole dish.
Fry the bacon in the same pan for 4–5 minutes, or until the fat is crisp, adding a little extra oil if necessary. Scatter it over the rabbit. Preheat the oven to 180C/160C Fan/Gas 4.
Melt the remaining butter in the frying pan and gently fry the shallots for 5–6 minutes, or until softened, stirring regularly.
Stir the flour into the pan and cook for a few seconds before slowly adding the wine and half the stock, stirring continuously until the sauce thickens. Add the mustards, bay leaf and thyme. Bring to a gentle simmer and season with a little salt and lots of pepper. Carefully pour the stock mixture into the casserole dish, along with the remaining stock, and bring everything to a simmer.
Remove the casserole dish from the heat, cover with greaseproof paper and put the lid on. Bake for 1½–2 hours, or until the meat is very tender, contains no trace of pink and is starting to fall off the bone. Test the rabbit with a knife; if it doesn’t slide in easily, return the casserole to the oven.
Place the casserole back on the hob, remove the lid and stir in the cream, prunes and brandy. Simmer gently for a few minutes, until the prunes are hot, stirring carefully so the rabbit doesn’t completely fall apart. Adjust the seasoning if needed, scatter with the parsley and serve with bread or Gruyère croutons.