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If your fishmonger has not already done so, remove the small crescent-shaped muscle from the side of each scallop.
Dry the scallops thoroughly on paper towels, then place in a bowl large enough to hold them.
Melt the butter in a small saucepan and add the garlic; cook for 1 minute. Let cool slightly, then pour over the scallops, coating all sides of them.
Season the scallops with salt and pepper.
Wrap a piece of bacon around the side of each scallop like a "belt". Secure each with a toothpick.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 400F and preheat, lid closed, for 10 to 15 minutes.
Arrange the scallops directly on the grill grate. Grill for 15 to 20 minutes, or until the scallop is opaque and the bacon has begun to crisp. (If desired, you can turn the scallops on their side, bacon-side down, to brown the bacon, rolling each scallop on the grill grate to reach all sides. Do not overcook.)
Transfer the scallops to a platter or plates and serve with lemon wedges.