Heat canola oil in a large, heavy-bottomed pot to 475 degrees F.
Split each date in half and stuff with 1 almond and 1/2 teaspoon of Valdeon cheese, and close carefully. Lay a strip of bacon on a cutting board, place a stuffed date at the bottom of the bacon, and wrap with the bacon, making sure to pull the bacon tightly towards you while rolling. Add 3 dates onto each skewer. Carefully submerge the skewers one by one in the oil and fry until golden, about 1 minute. Remove to a plate lined with paper towels and allow to cool for a few minutes before serving.