Preheat the broiler
Put the fish in a shallow baking pan or a large heavy ovenproof skillet (cast iron) , then pat it dry and season the cavity with salt and pepper. Put the rosemary inside the cavity and season the outside of the fish with salt and pepper, then wrap the bacon slices around the fish.
Broil the fish 5 to 7 inches from the heat until the fish skin and the bacon are crisp about 5 minutes. Turn the fish over gently with a spatula and broil for 2 minutes longer. Add the lemon slices to the pan in a single layer alongside the fish and continue to broil until fish is just cooked through and the rest of the bacon is crisp, 2 1/2 to 3 minutes longer.
Transfer the fish to a platter and serve.
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