Combine all ingredients for marinade except bacon and chicken in a shallow baking dish, about 11"x8".
Rinse and pat chicken dry. Keep folded and wrap with bacon slices. Secure with toothpicks if desired (just remove them before putting chicken in the oven so they won't burn). Place bacon wrapped chicken pieces into the marinade for 20-30 minutes, flipping halfway through to marinate both sides.
Preheat oven to 400 degrees. Heat 1-2 tablespoons olive oil in a heavy bottomed, oven safe pan over medium heat. Cook chicken pieces until bacon starts to crisp, about 3 minutes per side. Poor remaining marinade over the chicken and slide the pan into the oven. Cook for about 10 minutes, or until chicken is no longer pink.