I had these, many years ago, as an appetizer for a chef's tasting menu. Since then, I've been looking for the best recipe to recreate 'em, and I"ve pretty much found it.
A few notes:
1. Pick a mild, soft blue cheese. Stay well away from anything crumbly, or "salad-ready". In fact, if you really can't abide blue cheese (though you may be surprised, when it's in this), then a Camembert, brie, or Gorgonzola will work as well.
2. Use medjool dates. No, really. They're juicier, taster, and... as they're larger, they're easier to work with. Easier is better. And get the ones with pits; they're jucier, and you're gonna be cutting them in half anyway.
3. Find the bulk-bin nuts section for your slivered almonds. You can get twice as much as you need for a half to a a third of the cost of buying 'em pre-packaged. And given that you're going to be using roughly a quarter of a cup... we're talking spending 75 cents here, not $3.50 for a fancy package
Blue-cheese & almond stuffed, bacon-wrapped dates.
32 Medjool dates (just get a pound, and save the money, get the ones with pits in.)
1 small wedge soft blue cheese (Somewhere around a cup?)
1 pound thick bacon.
1/2 cup slivered almonds (You won't use it all, but you won't run out.)
Mesquite-smoked salt (optional)
Cut each date open lengthwise, and pull out the pit. The tray on which you're going to cook these is a great place to store the split-open dates - and if you have a silicone sheet, it makes cleanup so much easier!
When you've gotten all your dates de-pitted, wash all the sticky off your hands and the knife. Now, drop 2-3 pieces of slivered almond in each date (4 for the really big ones, 1 for the really small ones.) Cut the cheese into small chunks, and then stuff each date & close it back up. (Soft cheese makes it easy to adjust the amount needed to the size of the date, and stuff the rest in the next date down the line.) You're aiming to have no empty space, and no cheese oozing out.
Wash all the gooey off your hands and the knife, and put away the rest of the dates, blue cheese, and almonds. Come back, and place about the number of toothpicks you need on the cutting board, plus a couple extra. (You're about to have raw-meat hands, and don't want to contaminate the jar.) Preheat the oven to 375 F.
Open the bacon package, and cut the chunk of bacon into thirds. (The original recipe called for quarters, but that's just fussy, finicky, and more bacon is better.) Then, wrap each stuffed date with a piece of bacon, and secure with toothpick. Place on baking sheet when done.
When finished, wash the grease and raw meat off your hands, then grab your pepper grinder and add a dusting of pepper to the top of the bacon, followed by a light sprinkle of mesquite-smoked salt. (If you're grilling, skip the salt, keep the pepper.) Pop tray in the oven for 15-20 minutes.
Put away the tiny bit of leftover bacon, clean the knife and area thoroughly. You're now ready to make the rest of dinner and there's only one cutting board and knife that need washing.
When the appetizers are done, give them 5 minutes of resting time so nobody burns their mouth. Or, you know, let the appetizer-snatcher beware. Can be served cold, but better piping hot.