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Preheat the oven to 400°. Cut a lengthwise slit in the dates. Stuff each one with an almond and about 1/2 teaspoon of the goat cheese. Pinch the dates closed. Wrap each date securely in a piece of bacon and arrange the dates, seam side down, on a wire rack set on a baking sheet.
Bake the stuffed dates for about 20 minutes, or until the bacon is browned and crisp; turn each date after 10 minutes. Serve the stuffed dates warm or at room temperature.
The stuffed dates can be prepared through Step 1 and refrigerated for 1 day.
