- Preheat the grill to medium-high. Mix the crab meat, cayenne pepper, lime zest, and egg together. Season well.
- Using the back of a knife, stretch each piece of bacon so it's a little flatter and longer than before. Place a small mound of crab meat at one end of each piece of bacon. Roll the bacon around the crab meat, and secure with cocktail sticks, if necessary. Place on an oiled, foil-lined baking sheet or grill pan.
- Place under the grill for 10 minutes, turning once to ensure even browning, until the rolls are evenly crisp and browned.
- Drain on kitchen paper to remove any excess oil. Mix the plum sauce with the lime juice and serve with the warm bacon and crab bites.
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