To a medium mixing bowl add the crab, tomato sauce, egg, breadcrumbs, salt, pepper, parsley, and lemon juice. Stir together with a fork until evenly combined.
Use a small cookie scoop to portion crab mixture into 12 equal portions (about 1 tablespoon each). Use your hand to press the crab mixture together and then form into an oval shape.
Wrap one crab portion in one strip of bacon, being sure the bacon wraps all around the crab. Secure the bacon with a tooth pick. Repeat with the remaining crab and bacon.
Place the crab and bacon rolls on a baking sheet. Broil for 10 minutes. Flip over the rolls and broil for another 10 minutes until the bacon is crispy and the crab that's sticking out of the ends has browned.
Carefully remove the baking sheet from your oven. Transfer the rolls to a paper towel lined plate to drain. Serve immediately or at room temperature. The filling will be quite hot for several minutes after coming out of the oven.