Preheat the oven to 500 degrees and line a large rimmed baking sheet with parchment paper. Stuff each date with a chestnut half and place on the baking sheet.
Snip off the corner of a plastic sandwich bag, creating a 1/4-inch opening; fill with the ricotta cheese. Pipe it into each date until just full.
Lay the bacon slices on a work surface. Place a prepared date on each slice, roll up the bacon to wrap the date and secure with a toothpick. Arrange the wrapped dates, stuffed sides up, on the baking sheet about 1 inch apart. Bake until the bacon is golden and crisp, 15 to 20 minutes. Transfer to paper towels to drain; let cool slightly before serving.