@Grivusangel -- Yeah, is there anything that's not improved with the addition of bacon? I'm kind of a shrimp and scallop fan myself, and I've made these before.
I'd never heard of wrapping bacon around prunes or dates, though. Ham around melon slices yes, but not bacon with plums. I figure it's probably pretty tasty, though.
What I always heard called devils on horseback were the bacon-wrapped oysters, but either tossed in hot sauce or served with a pungent horseradish sauce -- hence, the "devil."