For the marinade, place the sweetbreads in a large bowl. Add all marinade ingredients, except the salt, and turn the sweetbreads so they are evenly coated, then season with salt to taste. Cover and marinate for 20 minutes.
For the topping, heat a little olive oil in a saucepan over medium heat. Sauté the onions until soft. Add the bacon and continue cooking until the bacon is crisp. Remove from the heat, then add the extra teriyaki sauce and the reserved marinade, stirring to combine.
To serve, slice the grilled sweetbreads into 1cm/0.5in pieces. Arrange on a platter and spoon the warm pancetta–onion mixture over the top. Garnish with parsley, spring onion, and sesame seeds and serve.