1/2 pound applewood, or other smoked bacon (not thick-cut) (you will need 8-10 pieces total)
1 pound medium scallops (about 16-20)
Extra-virgin olive oil, for drizzling
Freshly ground pepper
Preheat grill to high. (If using a charcoal grill, coals are ready when you can hold your hand 5 inches above grill for 2 seconds.)
Cut bacon pieces in half across the width. Wrap one piece of bacon around sides of each scallop, overlapping the ends. Repeat with remaining bacon and scallops. Thread several scallops on each skewer.
Drizzle scallops lightly with oil, squeeze 1 lemon over skewers, and season with pepper. Cut remaining lemon in half and place flesh side down on the grill. Grill scallops, turning once, until just opaque, about 3 minutes per side. Squeeze the grilled lemon juice over the scallops and serve.