Note: Pancetta is Italian-style bacon, with a milder flavor than American bacon. You can purchase it in solid chunks or in thinly sliced rounds; you'll want rounds for this recipe. If you can't find pancetta, you can always substitute thinly sliced American bacon if you like. Amanda grills her scallops on woody rosemary branches, which impart a nice herbal flavor. If you have such branches on hand, use them instead of the skewers.
Prepare your grill for medium-high direct heat (425° on a thermometer; you should be able to hold your hand 2 inches above the grill grate for just 2 to 3 seconds before you have to pull it away).
In a small saucepan over medium-high heat, bring oil to a gentle simmer. Add rosemary sprigs and cook, stirring occasionally, 10 minutes. Remove from heat and let sit while you prepare the scallops.
Pat scallops dry. Unroll the pancetta rounds so that they look like thin, delicate slices of bacon. Don't worry if the pieces break a bit. Set aside.
Wrap each scallop with a pancetta slice. For best results, wrap pancetta around the flat side of the scallop first, then around the round side. Next, prepare the skewers: On each one, thread 3 scallops, alternating with 3 chunks of bread.
Divide rosemary oil into two portions. Brush skewers with the first portion, and season with salt and pepper. Lay skewers on the grill grate and cook, turning when pancetta is crispy on the first side and bread is golden brown, 2 to 4 minutes per side. Using a clean brush, dab the finished skewers with the second portion of rosemary oil. Serve immediately.