Slice open the dates and remove the pit from each date. Place in a bowl and pour brandy over the top. Cover with plastic wrap and let sit for 2 hours, or up to 24 hours.
Preheat oven to 400°F. Cover a baking sheet with rimmed edges with foil. Place a wire rack on top.
Cut the bacon strips in half horizontally. Place a bacon strip on a flat surface. Place a date on the end and roll the bacon around the dates. Use a toothpick to secure the bacon. Place on the wire rack and repeat with remaining dates and bacon.
Bake for 25–30 minutes, or until the bacon is crisp. Let cool slightly before removing from the tray. Serve warm or at room temperature.