DO-AHEAD TIP: Wrap scallops for tomorrow’s meal, if desired.
Preheat oven to 400 degrees.
Cut bacon slices in half; wrap each half around one scallop; repeat process until all scallops have been wrapped.
Season scallops with salt and pepper.
Place oil in ovenproof skillet over medium heat; brown scallops for about 2 minutes per side.
Remove skillet from stovetop and place in oven; bake for 5 to 7 minutes, or until cooked through.
Serve with pineapple salsa.