Cut each apricot lengthwise with a sharp knife to create a pocket. Cut the bacon slices in half crosswise.
Insert an almond or roasted peanut into each apricot pocket. Wrap each filled apricot tightly in half a bacon slice and secure with half a toothpick.
Heat the olive oil in a large pan over medium heat. Add the prepared apricots and fry for 4-5 minutes, turning occasionally, until the bacon is browned on all sides.
Remove the toothpicks and serve warm or at room temperature.