Your cooking method will clearly increase the fat content of the dish. If the bacon is removed after cooking, I don't think it is possible to say how much bacon fat remains. There are probably multiple variables. Even with some fat remaining on the surface, or possibly getting past the surface, removing the bacon itself would eliminate a significant amount of fat. Simply because most of that fat resides in the bacon (though a bunch dripped off during cooking, and some stayed on the chicken), so the now bacon-less chicken would have more fat. Whether or not that is significant, I don't think we can say, but I would assume that is what your guest meant...not that all traces of fat would be gone.