Preheat the oven to 350 degrees F. Line a baking sheet with a sheet of parchment or foil. To remove the pits from the dates, take a paring knife and make a 1/2" slit, lengthwise along the dates' sides. Open the slit and remove the pit. Stuff a teaspoon of blue cheese into the cavities of the dates. Wrap each date in a half slice of bacon and transfer to the baking sheet, seam side down. Repeat the wrapping process with the remaining dates. Place the baking sheet in the oven and cook for 20 to 25 minutes, or until crisp. Allow to cool on the baking sheet for 10 minutes before transferring to an appetizer plate.
*Buy regularly sliced bacon (not thick-cut) for the best results.