Combine first 6 ingredients in a shallow dish or large zip-top plastic bag; add scallops. Cover or seal, and chill 30 minutes. Drain scallops, discarding marinade.
Place bacon on a rack in a broiler pan; broil 6 inches from heat (with electric oven door partially open) about 2 minutes or until limp. Wrap bacon around scallops, and secure with wooden picks.
Broil 10 to 15 minutes or until bacon is crisp and scallops are done, turning after 7 minutes. Serve scallops with Orange-Honey Sauce.