Stuff 1 piece of cheese and 1 almond into each date, then wrap one piece of bacon around each date and secure bacon with a toothpick if desired. Arrange dates, bacon seam down and 1 inch apart in a shallow baking pan.
Bake 5 minutes, then turn dates over with tongs and bake until bacon is crisp, 5 to 6 minutes more. Drain on a paper towel or parchment. Serve immediately.