1 Working In Batches If Necessary, Cook The Bacon Slices On Medium Low Heat In A Large Frying Pan, Until Only About Halfway Cooked, But Not Crispy. You Need To Pre-Cook The Bacon A Bit Or Else When You Cook Them With The Oysters The Oysters Will Be Overcooked By The Time The Bacon Is Crispy. Set The Bacon Aside To Cool. 2 Get A Grill Or Broiler Good And Hot While You Wrap The Oysters. 3 To Make An Angel On Horseback, You Wrap 1/2 A Piece Of Bacon Around The Small Oyster And Secure It With The Toothpick. Overlap The Edges Of The Bacon By About An Inch If You Can. 4 Grill Or Broil Over High Heat To Cook The Oyster And Crisp The Bacon, About 5-6 Minutes On The First Side, Another 2-4 Once You Turn Them Over. You Will Need To Turn Them Once Or Twice To Get A Good Crispiness On All Sides. 5 As Soon As They Come Off The Heat, Squirt With The Lemon Or Lime Juice And Serve Hot.