In a large skillet cook bacon until crisp. Remove to paper towels to drain, reserving drippings. Crumble bacon and chill until needed. Reserve 2 tablespoons bacon drippings; chill for 1 hour or until firm (or omit drippings and use 2 tablespoons additional shortening).
Preheat oven to 375 degrees F. Line a baking sheet with parchment paper. For tart pastry, in a medium bowl combine flour and salt. Using a pastry blender, cut in shortening and chilled drippings until pea-size. Sprinkle 1 tablespoon of the water over part of the mixture; gently toss with a fork. Push the moistened flour mixture to side of bowl. Repeat moistening flour, gradually adding water until flour mixture begins to come together. Gather pastry into a ball, kneading gently just until it holds together.
On a lightly floured surface, use your hands to slightly flatten pastry. Roll pastry into a 13-inch circle. Transfer pastry to prepared baking sheet, being careful not to stretch pastry (pastry may hang over edges slightly).
In small saucepan melt apple jelly over medium heat. In a large bowl combine apple slices, half of the bacon, and the melted jelly. Spoon into the center of pastry, leaving a two- to three-inch border. Fold the pastry border up and over the filling, pleating the pastry to fit.
Brush the pastry with milk and sprinkle with sugar. Place tart on the center oven rack. Place a large baking sheet on the rack below the tart. Cover tart loosely with foil. Bake 15 minutes. Remove foil; bake 15 minutes more. Sprinkle filling with the remaining bacon and the cheese. Bake 10 to 15 minutes more or until pastry is golden and apples are tender. Cool 1 hour before serving. Store leftovers in the refrigerator.