Also, Bacon-Wrapped Dates. But I suppose the question is not so much if it'd be any good, but whether it's common. And I've never seen bacon wrapped banana, either.
European mediterranian countries.
Bacon wrapped dates were pretty common at parties in Spain. Then they were considered bad for your health because of the fat, and now they are considered bad for your health because of the sugar.
Bacon-wrapped dates are AFAIK a relatively recent thing in the US. Bacon-wrapped scallops--which are actually a bit hard to get right (i.e. both the bacon and the scallops baked reasonably)--were the more traditional cocktail party item.
Bacon-wrapped dates, under the name of "devils on horseback", are documented (by the OED, no less) in an American magazine of 1885. So... not that recent. They certainly were a thing by the 1970s, then faded, then came back.