Using kitchen scissors, trim rind, any bones and excess fat from bacon. Cut bacon into 4 pieces. Place bacon and onion in a blender or food processor fitted with a metal blade, and mix until finely chopped.
Place bacon and onion in a heavy-based pan over a low heat. Fry for 5 minutes, stirring frequently, until onion is soft.
Add sliced zucchini, potatoes, stock and nutmeg to pan, stir well. Cover and bring to the boil. Reduce heat to medium-low, and simmer for 10 minutes, or until potato is tender.
Place a colander over a mixing bowl. Pour soup mixture in colander to drain off liquid. Return liquid to pan. Place cooked vegetable mixture in the blender or processor and mix to a smooth puree. Add puree to the pan.
Reheat soup, stirring occasionally. Serve in warm soup bowls, sprinke with chopped parsley and add 2 teaspoons yoghurt to each portion, if desired.