1. Soak the toothpicks in water for about 30 minutes, so they don't burn on the grill.
2. Par Boil the bacon strips for about 3 minutes and set aside.
3. Wrap a piece of blanched bacon around each scallop and thread with a toothpick to keep together. Transfer the wrapped scallops onto a plate.
4. Sprinkle the scallops with sage and drizzle with the olive oil and lemon juice.
5. Grill the scallops for 2-3 minutes per side over a medium hot fire.
6. Remove the scallops from the grill and serve hot with lemon wedges.