Preheat oven to 350.
Add olive oil to a small saucepan, over medium head. Add onions and cook until lightly browned, stirring occasionally, approximately 5 minutes. Reduce heat to low, add the garlic and cook for an additional 3 minutes. Remove from heat, and set aside to cool.
In a large mixing bowl, combine bread crumbs and milk, then stir gently. Add the venison, egg, Worcestershire, thyme, pepper, cayenne and the cooked onions and garlic. Mix thoroughly, but do not overwork; this is best done with your hands.
In a 9 by 13" glass baking dish, shape the venison into a loaf shape. Be sure to leave a 1/2" gap between the side of the baking dish and the meatloaf.
Top with the bacon slices.
In a small bowl, mix together the catsup, brown sugar, and mustard. Spread the mixture across the top of the loaf.
Add 1/4 cup of stock, water or wine to the baking dish, around the meatloaf.
Bake in preheated oven, until bacon is crisp and lightly caramelized, about 1 hour. or until an internal temperature of 160 degrees is reached.
