Preheat the oven to 425°F. Line a sheet pan with parchment paper. Set aside.

Combine the feta, orange zest and olive oil in a food processor. Blitz to combine, then taste. Stir in the thyme leaves. Taste. Add black pepper, if desired.

Slice the dates in half and remove the pits (if they have not already been removed). If using extremely large dates, cut them down the middle to create two separate “boats”, as they will be too large to be bite-sized appetizers. If you’re using smaller dates, remove the pits and leave the two sides to where you can seal them completely. These will take longer to make because they will require a piping bag.

Slice the bacon strips in half. (Make sure you have enough for the number of dates you've got.)

Use a spoon, butter knife or a pastry bag filled with the filling to stuff the dates. You'll need about a teaspoon per date, though it is dependent on the size of the dates.

Wrap each date in a slice the bacon. Place the side where the bacon ends meet on the bottom of the prepared sheet pan. Repeat.

Bake the dates in the oven for 20-25 minutes, or until the bacon is crispy.

Let cool for 5-10 minutes before serving with toothpicks.