1. Arrange the strips of bacon over parchment paper (only if you are using convection oven) on a baking sheet and bake them until half-cooked.
2. Take out the bacon and let it cool down.
3. Put the scallops in a bowl and season them with the lemon-pepper, salt and black pepper. Add the oil and mix well.
4. Wrap one bacon strip around each scallop and secure with a toothpick.
5. Arrange the bacon wrapped scallops over parchment paper on a baking sheet and bake then in a preheated oven at high temperature for about 10 minutes or until the bacon is fully cooked.
Make sure you do not cook the bacon wrapped scallops for too long, otherwise they will shrink and become tough and gummy.
Tip: If you want to caramelize the bacon wrapped scallops, brush them with some maple syrup before cooking. The bacon wrapped scallops are an excellent choice for one of the passing appetizers for any large party.