I usually do these on the BBQ, but it wasn't quite BBQ season yet, so I did these in the oven. Usually, I get the biggest scallops I can find in the supermarket, wrap them with the fattest bacon I can find, and throw them on the BBQ. The scallops come out juicy, and the bacon is nice and crispy on the outside, the drippings fall through the grill so you're not eating a mouthful of oil.
Since I usually BBQ these, I don't usually put anything on top, but this time around, I figured I'd do something a little different. I mixed some miso paste with some Kewpie (Japanese mayonaise) and dropped a dap on the top of each one.
Whenever you bake something with Kewpie, you usually get a nice, golden brown finish, but with the miso paste mixed in, it looks a lot darker in the picture. Kewpie is usually the magic ingredient for kaki motoyaki (oyster motoyaki or baked oysters with Japanese mayo). Anyway, in retrospect, I probably shouldn't have used the miso as the bacon was already quite salty on it's own, but they still turned out okay.