Line a baking sheet with parchment paper. Set aside.
Pat scallops dry with a paper towel and remove any side muscles. Wrap one scallop in a half slice of bacon and secure with toothpick (see recipe note #2). Repeat with remaining scallops.
Drizzle olive oil over each scallop and season with pepper and kosher salt.
Arrange scallops in a single layer on prepared baking sheet, giving each scallop some room to allow the bacon to crisp.
Bake 12 to 15 minutes until scallop is tender and opaque and bacon is cooked through. Serve hot.
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Notes
Look for 'dry' sea scallops, which means they haven't been soaked in sodium tripolyphosphate to make them heavier. (yuck!)
If you like your bacon more crisply cooked, you can partially cook it for 3-5 minutes before wrapping the scallops as with these Bacon Wrapped Shrimp.
4 scallops makes a hearty main course. If you have light eaters, consider 3 scallops per person.