Preheat oven to 400 degrees F. Cut a slit in each date. Place almonds inside slits. Press together the dates to close slits. Wrap each date with a piece of bacon.
Line a shallow baking pan with foil. Add a roasting rack; place the dates on rack. Roast for 15 to 20 minutes or until bacon is crisp. Serve immediately with toothpicks. Dates will be hot inside. Makes 16 appetizers.