Preheat oven to 400°. Cut stem ends off unpeeled garlic cloves. Place cloves on a piece of foil. Drizzle with oil; wrap in foil. Bake until cloves are soft, 35 minutes.
Meanwhile, place potatoes in a Dutch oven; add water to cover. Bring to a boil. Reduce heat; cook, uncovered, until tender, 15-20 minutes.
Unwrap garlic cloves; cool 10 minutes. Squeeze garlic from skins. Mash with a fork.
Drain potatoes; return to pan. Coarsely mash potatoes, gradually adding butter, cream cheese, garlic and enough milk to reach desired consistency. Stir in Stilton cheese, bacon, 2 tablespoons parsley, pepper and salt. Sprinkle with remaining parsley.
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