Is it possible to cook bacon without melting as much fat?
I'm not sure this is really a sensible answer… but it's one way…

Deep-fry it.
Should take about 15 - 30s.

That way it will come out even fattier than it went in. Any fat that comes off will be added to the next batch, though probably at an overall loss to the fryer, so you'll have to periodically top back with oil.

Late edit:
I forget the US likes their bacon crispy. My timings were for UK bacon to keep the fat soft but get the meat technically cooked, as the OP asked for 'more fat'.
Crispy I guess will take longer. I've never made crispy bacon in my life &amp; have to assume it's cured differently to be able to make it cook like that.