Mix all Dijon Horseradish sauce ingredients together well and set aside.
Pat scallops dry with paper towels and remove tendons (see video).
Place bacon on the griddle at the lowest heat setting and allow it to slowly cook to render out as much fat as possible. Remove bacon when it is 90% cooked through and allow it to cool, leaving bacon grease behind to cook the scallops.
Once the bacon is cooked, wrap each scallop with bacon and secure with a toothpick. Lightly season the scallops with Blackstone SPG.
Adjust the griddle to medium-high heat.
Place the bacon-wrapped scallops, scallop side down, into the hot reserved bacon grease.
Cook on each side for 30-60 seconds, then adjust the heat to medium.
Use tongs to turn scallops onto their sides to crisp the bacon on all sides. Remove once done.
Serve scallops over or alongside the dipping sauce.
