Sauté the bacon for about 10 minutes, stirring occasionally, or until it is beginning to get crispy edges. Try to reserve as much of the juices in the shell as possible. Twist the knife to pry open the shell, and twist off the top of the shell using your hands. Remove from the oven, and allow them to cool enough to handle. Dry the clams, then spread them on a baking sheet. Remove the clams from the water, taking care to not lift up the sand that has collected in the bottom of the bowl. Scrub the clams well, then let them sit in the bowl for 30 minutes.
Fill a large bowl or jar with very cold and heavily salted water.