I used (cheaper) small bay scallops. I cut the bacon in half. I put two scallops on a toothpick, and wrapped with a bacon half-slice. I baked them at 375 or 400F (I forget!) but I already had the oven on from making my other stuff. I just watched for the bacon to be cooked but not overcooked or crispy. It was probably 15 minutes?

I also found recipes in which you broil them (watch them and flip them half way through) or pan-fry them.

Your stuffed mushrooms sound great, too! Mushrooms and wine are my not-so-secret ingredients for really good stew. Lots of umami goodness, especially if it's tomato based.