Preheat the oven to 425°F. Line a baking sheet with parchment paper or foil.
Partially cook the bacon in a skillet over medium heat for 3–4 minutes, until it begins to render but is still flexible. Transfer to a paper towel-lined plate.
Prepare the scallops. Pat the scallops very dry with paper towels. Lightly season with salt and pepper.
Wrap the scallops. Wrap each scallop with a half slice of bacon and secure with a toothpick. Arrange on the prepared baking sheet and lightly brush the tops with olive oil.
Bake for 10–12 minutes, or until the scallops are just opaque and the bacon is cooked through. For extra browning, broil for 1–2 minutes at the end.
Serve immediately with fresh lemon wedges and a sprinkle of parsley, if desired.
