Purpose: Probe-based Confocal Laser Endomicroscopy (pCLE) enables performing an optical biopsy, providing real-time microscopic images, via a probe. pCLE probes consist of multiple optical fibres arranged in a bundle, which taken together generate signals in an irregularly sampled pattern. Current pCLE reconstruction is based on interpolating irregular signals onto an over-sampled Cartesian grid, using a naive linear interpolation. It was shown that Convolutional Neural Networks (CNNs) could improve pCLE image quality. Although classical CNNs were applied to pCLE, input data were limited to reconstructed images in contrast to irregular data produced by pCLE. Methods: We compare pCLE reconstruction and super-resolution (SR) methods taking irregularly sampled or reconstructed pCLE images as input. We also propose to embed a Nadaraya-Watson (NW) kernel regression into the CNN framework as a novel trainable CNN layer. Using the NW layer and exemplar-based super-resolution, we design an NWNetSR architecture that allows for reconstructing high-quality pCLE images directly from the irregularly sampled input data. We created synthetic sparse pCLE images to evaluate our methodology. Results: The results were validated through an image quality assessment based on a combination of the following metrics: Peak signal-to-noise ratio, the Structural Similarity Index. Conclusion: Both dense and sparse CNNs outperform the reconstruction method currently used in the clinic. The main contributions of our study are a comparison of sparse and dense approach in pCLE image reconstruction, implementing trainable generalised NW kernel regression, and adaptation of synthetic data for training pCLE SR.