Heat oven to 400°F. In medium bowl, place goat cheese; set aside.
In 12-inch skillet, partially cook bacon in batches over medium heat 6 minutes or until brown but not crisp. Drain on paper towels. Reserve 2 tablespoons drippings in skillet. Cook walnuts in reserved bacon drippings over medium heat 2 to 4 minutes, stirring frequently, until lightly toasted. Add walnuts and drippings to goat cheese; mix well.
Cut slit in each apricot. Spoon about 1 heaping teaspoonful goat cheese mixture into each apricot. Wrap 1 piece of bacon around each apricot; secure with toothpick. Place in ungreased 17x12-inch half-sheet pan.
Bake 10 minutes or until bacon is crisp. Serve warm.