I had this dish in a tapas restaurant in Chicago and made a note to try it at home. Usually, I prefer thick-cut bacon, local, from heritage pork. If you can find something of that caliber sliced extra thin, this is really good. If you can't, the applewood-smoked nitrate-free variety works well. Now, if you are "unlucky" enough to only be able to get the thick-cut good stuff, just do a single wrap on the dates. It won't be as pretty (see photo) but it tastes so good, no one will care.
Bacon-wrapped Dates and Almonds
1 lb. bacon slices
30 Marcona Spanish almonds
1 tbs. butter
1 tbs. flour
1/2 cup whole milk
4 oz. bleu cheese
salt and pepper to taste
also needed: 10 bamboo skewers
Cut each bacon slice in half, horizontally, set aside with skewers. Slice each date length-wise and remove the seed. Tuck one almond inside each half date. Fold the date around the almond. Repeat with all of the dates and almonds.
Next wrap half a bacon slice around a date bundle width-wise. Repeat with the other half bacon slice vertically. Slide the skewer through to hold the little bundle together. Repeat, placing three bacon-date bundles on each skewer.
Preheat the oven to 375 degrees F.
Place the skewers on a baking sheet. Bake in oven for about 25 minutes, or until bacon is crisp. While the bacon bundles are baking (say that fast three times) melt the butter in a saucepan over medium heat. Add the flour and whisk to make a blond roux. Cook for about two minutes. Slowly add the milk while whisking. The sauce should thicken well.
Add the bleu cheese in crumbles, whisking as you go, until you get a thick sauce. Taste and adjust with salt and pepper. Serve the skewers with the bleu cheese sauce on the side.