Preheat your oven to 350°F (175°C).
To prepare the dates, use a sharp knife to slice lengthways into each date from the edge to the pit. Carefully remove the pit, and replace it with a small amount of goat cheese (and the almond if using). Press the edges of the dates together to seal.
Cut the strips of bacon in half, and wrap each date in one piece of bacon. Pierce the bacon, dates, and cheese all together with a toothpick so that the cheese is sealed inside.
Arrange the dates evenly across a baking dish with raised lips, leaving space between each date. Bake for about 15 minutes, turning halfway through, until the bacon is brown and crispy.