Combine first 6 ingredients in a bowl; stir well. Add scallops, stirring gently to coat. Cover and marinate in refrigerator 1 hour, stirring occasionally.
Remove scallops from bowl, reserving marinade. Cut each slice of bacon into 4 pieces.Wrap 1 bacon piece around each scallop (bacon might only wrap halfway around scallops if they are very large). Thread scallops onto 4 (12-inch) skewers, leaving some space between scallops so bacon will cook.
Place skewers on a broiler pan coated with cooking spray; broil 8 minutes or until bacon is crisp and scallops are done, basting occasionally with reserved marinade (cooking time will vary greatly with size of scallops).