Arrange bacon slices on paper towels on a microwave-safe plate in microwave oven. Top with paper towel. Microwave at HIGH 30 seconds to 1 minute or just until bacon is limp and heated through. (Do not fully cook bacon.)
Wrap each chicken thigh with a piece of bacon; secure with a wooden pick, if desired.
Combine cornmeal and next 3 ingredients in a bowl. Dredge chicken in cornmeal mixture. Arrange on a wire rack coated with cooking spray in a lightly greased broiler or roasting pan.
Bake at 350º for 50 minutes to 1 hour or until chicken is done.
*Cornmeal mix may be substituted for cornmeal.