Mix olive oil, lemon juice and pepper in small bowl. Pour over scallops and marinate in refrigerator for about an hour. Wrap each scallop with 1/2 strip of bacon. Keep together with toothpick or put 3-4 on each skewer.
Place on broiler pan. Broil in oven until golden brown and bacon is done to desired crispness.
You can use whole shrimp instead of scallops. Serve hot.