Preheat the oven to 400 degrees F. Line a baking sheet with parchment paper.
Use a small spoon to scoop out the center of each pickle half, creating a long well. Use paper towels to thoroughly dry the pickle wells. Fill each pickle well with about 2 teaspoons of the pimento cheese. Smooth out into an even layer.
Place the bacon strips in between paper towels on top of a microwave-safe plate. Microwave until slightly cooked, about 1 1/2 minutes.
Wrap 1 strip of bacon around each pickle half and secure it with a toothpick or by tucking it under the pickle half.
Lay the wrapped pickles on the prepared baking sheet. Bake until the bacon is crisp and the cheese is melted, 15 to 20 minutes. Serve warm.