Preheat oven to 400°F. Line a 13-by-9-inch (or slightly larger) baking pan with foil (for easy cleanup) and place a small rack into the pan.
Slice the bacon crosswise into thirds (about 10 slices) or into halves (about 15 slices). Cutting into thirds will generally be large enough to wrap around each date, but if they are especially large dates (or you just want extra bacon per piece) use more bacon and cut in half.
Using a paring knife, cut open the dates along one side and remove the pits. Fill each date with about 1 teaspoon of goat cheese, close it back up, and then wrap with a piece of bacon, using a toothpick to skewer and secure the bacon around the date.
Arrange the bacon wrapped dates on top of the rack within the baking pan. This will allow the bacon drippings to settle beneath, and allow the bacon to crisp up without being too greasy.
Bake for 30 minutes or until browned and crisp. Remove from the oven and cool for a few minutes before serving.
