Using your preferred method to cook bacon, partially cook the bacon. Make sure it is still pliable when you remove it from heat. Transfer to a plate lined with paper towel and set aside to cool.
Using a paring knife, cut a slit into each date. Into each date, stuff a ball of blue cheese and one almond.
Hold a stuffed date up to a slice of bacon to assess how to cut the bacon for wrapping. For large slices, cut in half width-wise, then cut each half into thirds. For smaller pieces, cut each slice of bacon into thirds.
Wrap dates with bacon pieces. Place stuffed, wrapped dates onto a baking sheet with the seam side down.
Preheat oven to 400°F. Bake for 8-10 minutes until bacon is crisp, being careful to check dates regularly so they don't burn. Cool slightly and transfer to a plate to serve.