Here's a tip I learned from a buddy. Use pieces of uncooked spaghetti noodles instead of toothpicks. They remain rigid long enough for the bacon to take a set, then cook away. No toothpicks to pull out, just pop the goodies into your piehole!
That's a good tip too.
I specifically wanted to use toothpicks, and made especially sure the toothpicks were inserted all the way through, and came out the other side.
Why?
Because since it was a quick cook, I wanted to flip them over.
So having the toothpick aligns it perfectly upside-down when it comes time to flip them.
And gee, thanks to everyone for the nice comments.