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Preheat air fryer to 400F 3 minutes.
Place the bacon in the air fryer to partially cook 3 minutes, turning halfway. Remove and set on a paper towel to cool.
Remove any side muscles on the scallops. Pat the scallops dry with paper towels to remove any moisture.
Wrap each scallop in slice of bacon and secure it with a toothpick.
Spritz olive oil over scallops and season lightly with black pepper.
Arrange scallops in a single layer in the air fryer, cook, in batches 8 minutes turning halfway until scallop is tender and opaque and bacon is cooked through. Serve hot.