Cut the bacon into kebab size chunks. I have used gammon in the past to great success.
Skewer the scallops, alternating with the bacon pieces, and drizzle lightly with olive oil.
Season with salt and pepper (remember, the bacon is already salty) and roll in the grated Parmesan.
Grill over hot coals or under a preheated broiler until the edges of the bacon are sizzling and the scallops are firm and opaque, about 2 minutes per side.