Preheat the oven to 200°C/gas mark 6. Slice each date down the middle lengthways, but not all the way through, and remove the stones.
Push a piece of stilton into each date cavity. Stretch the pancetta with the back of a knife, then halve each one widthways. Wrap half a rasher around each stuffed date and secure with a cocktail stick.
Place the dates in a small shallow roasting tray and bake for 15-20 minutes until the pancetta is golden and the cheese has melted. Serve hot, drizzled with the balsamic glaze and garnished with the rocket leaves.