1. Preheat oven to 475°F.
2. Cut bacon in half down the center.
3. Drain pineapple chunks and water chestnuts, and place them in separate bowls.
4. Wrap a piece of bacon around one pineapple chunk and one water chestnut. Secure them together with a toothpick. Repeat this process until all ingredients are used.
5. In a bowl, mix the sweet and sour sauce with the soy sauce. Pour this mixture over the prepared rumaki and marinate for at least 30 minutes.
6. Bake in the preheated oven at 475°F for 15 minutes, or until the bacon begins to crisp. Flip the rumaki over and cook for an additional 5 minutes if needed.
