In 1921, H.D. who was heading the shipbuilding department of the Foundation Company in New Orleans, Louisiana, bought property to develop as a hotel near Pass Christian, Mississippi. He designed the hotel, but Bacon operated it. Soon after the couple relocated, their three-year-old granddaughter, Rollie, came to live with her grandparents, when Bell and her first husband, Henry Thorne divorced. In 1922, Bacon' last child, William Dennis was born, and he and Rollie grew up together at the large estate. By 1924, the Inn-by-the-Sea was well-known on the Gulf Coast and had become a popular entertainment spot. The large Spanish-influenced property featured a patio ringed with Japanese lanterns which jutted to the water, allowing dancing on the deck. A 1925 expansion included a crescent of cottages facing the beach, a large water garden, and an ice manufacturing plant and the following year, 36 additional rooms were added. The couple and their extended family lived a life of luxury, building yachts and sailing, while the children enjoyed the swimming pools and ponies on the estate. When the stock market crashed in 1929, the family sold their belongings to pay the mortgage and left Mississippi with the children and two servants aboard a borrowed boat.