Marinate the scallops in the olive oil, lemon juice, salt and pepper for about 30 minutes. Cut each slice of bacon in half lengthwise. Par cook the bacon until it has rendered some of its fat but don't let it get crisp.

Remove the scallops from marinade reserving sauce for basting. Wrap each scallop in a piece of bacon securing with a wood pick. In a large saute pan over medium-high heat cook the scalloops in batches, about 2 to 3 minutes per side. Baste with reserved marinade and sprinkle with paprika.