Preheat the oven to 400°F
Line a baking sheet with foil or parchment
Pat the scallops dry with paper towels
Remove the small side muscle from each scallop if present
Season the scallops lightly with salt and pepper
Cut bacon slices in half if needed
Partially cook the bacon until just pliable, not crisp
Let the bacon cool slightly
Wrap each scallop with one piece of bacon
Secure each wrap with a toothpick
Place the wrapped scallops seam-side down on the baking sheet
Brush lightly with melted butter or oil if desired
Bake for 15 to 20 minutes
Flip once halfway through baking
Bake until the bacon is crisp and the scallops are opaque
Broil for 1 to 2 minutes if needed for extra browning
Remove from the oven
Discard toothpicks before serving
Serve immediately