Steam the potatoes in a steamer basket in a large saucepan until tender, 15 to 18 minutes. Let cool.
Heat oven to 425° F. Line a rimmed baking sheet with foil. Wrap each potato with a piece of bacon and place, seam-side down, on the baking sheet. Bake until the bacon is crisp, 18 to 20 minutes.
Meanwhile, in a medium bowl, whisk together the mayonnaise, buttermilk, dill, caraway seeds, and ¼ teaspoon each salt and pepper. Serve with the potatoes.