I made soap from the fat I skimmed off the broth I made from my Christmas smoked turkey. I removed all of the dark bits from the bottom of the hardened fat, but did not do anything more to clean it. The fat smelled slightly smoky, and I wondered if the soap would smell smoky too, but it has just a mild soap smell. I used the saponification value for chicken fat.
Bacon fat should be fine to use too, although scrape off any dark residue on the bottom of the fat layer -- there might be some residual water or browned bits that might not be desirable in soap. Use the SAP value for lard, aka pork fat.
If a person is a vegetarian, okay, I can see why bacon fat or other animal fat might not be something you'd want in your soap. But if you are not vegetarian ... what's so "gross" about using bacon fat rather than lard or tallow?