Preheat oven to 375°F. Place bacon on a slotted pan or wire rack inserted onto a rimmed baking sheet and bake to crisp and well-browned, 18 minutes. Cool and coarsely chop.
Combine yogurt, avocado, lemon juice, anchovies, garlic, herbs, scallions, chili pepper, vinegar, salt, pepper and EVOO in a high-power blender or food processor, and process the dressing to smooth.