Heat oil in heavy large saucepan over medium-high heat. Add bacon. Sauté until brown, about 3 minutes. Reduce heat to low. Add carrot, onion and rosemary. Sauté until vegetables are tender, about 5 minutes. Increase heat to thigh. Add cannelloni beans and broth. Bring to boil. Reduce heat to low. Cook until almost all liquid absorbed, stirring often, about 20 minutes. Puree mixture in processor. Return to saucepan. Season with salt and pepper.