Most packages of pitted dates contain dates that are split open on one side. If you find any that are not split open, use kitchen shears to carefully slice dates on one side.
Take a small amount of goat cheese and stuff into the middle of each date. Use just enough goat cheese to almost fill the gap in each date; do NOT overstuff!
Wrap each date with a cut strip of bacon, placing the slit opening of the date down against the first edge of the bacon strip before rolling it, so that the opening of the date is wrapped carefully in the middle of the rolled bacon strip. Basically, you want to make sure the goat cheese isn't allowed to ooze out of the date while it's cooking.
To help ensure the bacon doesn't unwrap, place the opening side of the bacon wrap down against the baking sheet. You can also use a toothpick to make sure each piece stays tightly together. Spread bacon wrapped dates about an inch apart on the baking sheet.
Bake at 350 degrees for 20-25 minutes until bacon is fully cooked, turning the baking sheet around halfway to ensure even baking.
If you didn't already use toothpicks, place a toothpick through the middle of each bacon wrapped date, and set out about 10-15 minutes before serving.