Slice dates lengthwise and open up like a book. Inside each date, place 1/2 tsp (2 ml) of blue cheese and 1 almond, then close tightly.
Wrap dates in bacon, trimming as needed, and secure with a cocktail pick. You can slice the bacon in halves or thirds to wrap various sized dates.
Place dates on a parchment paper-lined baking sheet. (If making ahead, cover with plastic wrap and refrigerate until needed.) When ready to serve, preheat oven to 400°F (200°C). Brush dates with honey and bake for 5 min. or until bacon is crisp. Season with pepper, transfer to a platter and serve.