Wrap each strip of bacon around a clean potato. Trim any overlap. (Or don't, and have extra bacon-y potatoes). Secure with a toothpick. Keep going, using about a half strip of bacon per potato.
Place the wrapped potatoes on a rimmed baking sheet (no need to grease the pan.)
Bake in the preheated oven for about 30 minutes, or up to 45, depending on the size of your potatoes. Keep an eye on it. You want the potatoes to be tender (check with a fork) and the bacon to be crisp.
For the lemon aioli, in a small bowl whisk together mayonnaise, lemon zest, lemon juice, Dijon, garlic, then add salt and pepper to taste.
Salt and pepper the potatoes immediately after taking them out of the oven. Sprinkle with parsley if you want. Serve the potatoes hot with the lemon aioli.
If you are serving these as appetizers, leave the toothpicks in so that guests can pick them up. Remove the toothpicks if you're serving these as a side dish.