Preheat oven to 375 degrees F. Prepare a baking sheet with aluminum foil.
Slice the dates along the side so that they open flat for stuffing. Fill the date with about a teaspoon (more or less to taste) of blue cheese.
Wrap it with a slice of bacon. Make sure that the blue cheese opening is completely sealed and the bacon overlaps underneath. Seal the stuffed date with a toothpick, and arrange (seam side down) on the baking sheet. Repeat with remaining dates.
Bake for 20-25 minutes, or until the bacon is cooked and the cheese is lightly browned. Turn each date after 10 minutes.