Preheat the air fryer to 400°F for 2 minutes.
Lay the cut bacon strips on 2 trays and put in the air fryer; partially cook for 4 minutes. Switch trays when 2 minutes are left.
Once cooking is complete, set the bacon on a paper towel to cool and remove excess grease.
Pat the scallops dry with paper towels to remove moisture.
Wrap a slice of bacon around each scallop and secure the bacon with a toothpick. Continue this process until there are no more scallops to wrap.
Lightly spray the cooking spray over all the scallops and season with black pepper to taste.
Arrange the scallops on one tray in the middle rack position.
Cook at 400°F for 10 minutes. Flip the scallops halfway mark. The scallops should be tender and opaque, and the bacon cooked all the way through. Serve while hot.