Bring a small pot of water to a boil. Place the prunes in a medium bowl and cover with the boiling water. Let sit until soft, about 10 minutes. Drain well and pat dry.
With a small knife, cut a small slit along each prune and stuff with chutney.
Place the bacon flat on a work surface and scrape with the back of a knife to prevent from shrinking while cooking. Sprinkle a pinch of cayenne on each bacon slice. Place 1 stuffed prune on each bacon piece and roll up to enclose. Secure with a toothpick and place on a foil-lined baking sheet. Place on the top rack of the oven and broil, until the bacon is crisp, turning once to cook both sides evenly.
Remove from the oven and serve immediately.
Makes 2 dozen