Slice open the dates, and stuff each with about 1/2 teaspoon goat cheese. Top each date with a pecan, using the goat cheese to hold the pecans in place. Wrap each date with 1/2 slice bacon.
Arrange the wrapped dates on a baking sheet.
Bake 15 to 20 minutes in the preheated oven, until the bacon is crisp and evenly brown.
In a saucepan over medium heat, mix the balsamic vinegar and sugar until thickened.