Preheat oven to 400°F. Line a baking sheet with aluminum foil and place a wire rack on top. This allows bacon to crisp evenly and fat to drip away.
Using a sharp knife on cutting board, make a lengthwise slit in each date to remove the pit if not already pitted. Be careful not to cut all the way through.
Fill each date with about 1/2 teaspoon of softened goat cheese, using a small spoon or your fingers. Press the date closed around the filling.
Cut each bacon slice in half crosswise. Wrap one bacon half around each stuffed date, slightly overlapping the ends. Secure with a toothpick inserted through the bacon and date.
Arrange wrapped dates on the wire rack, seam-side down, making sure they don't touch. This ensures even crisping.
Bake for 18-22 minutes, turning once halfway through using tongs, until bacon is crispy and caramelized. Watch closely near the end to prevent burning.
Optional glaze: While dates bake, combine honey and balsamic vinegar in a small mixing bowl.
Remove dates from oven and transfer to a serving platter using tongs. If using glaze, brush lightly over hot dates.
Sprinkle with fresh thyme leaves and flaky sea salt if desired. Serve warm. Let guests know to remove toothpicks before eating.