Natural fats such as pork fat are less harmful to your health than the chemically modified fats (hydrogenated, interesterified, etc.) that have been a staple of processed foods and shortenings for decades. As long as it does not add so much to your daily caloric intake that you begin to gain unwanted weight, go ahead and enjoy the bacon sans guilt.
Oh dont you worry about me and the bacon. I love me some swine. The first reason you will never see me turn to islam.