Preheat the oven to 500°F.
Season the outside of the chicken with salt and pepper. Fill the cavity with the thyme sprigs and lemon wedges. With the cavity of the chicken facing you, put one end of a bacon slice squarely over the left thigh then run it over the breast meat and finish by covering the right thigh. Repeat with 9 more strips of bacon, slightly overlapping them, so the thighs and all of the breast meat are covered. Wrap one strip, slightly overlapping, around each drumstick.