- Heat oven to 400. Partially cook the bacon uncovered on a cookie sheet for 20 minutes, then remove from oven and let the bacon rest until cool enough to handle.
- Meanwhile, cut the sirloin into bite-sized pieces. Make sure they are small because remember, they’ll be wrapped in an entire piece of bacon.
- Increase oven temperature to 425.
- Wrap a single piece of bacon around the sirloin pieces.
- Position them around the edge of the cookie sheet so that the way they naturally want to open is up against the edge (so that they don’t open). You can also put a toothpick in the middle of each to hold them together.
- Bake at 425 for 20 minutes.
- Remove from the oven and serve immediately with horseradish dipping sauce.