Bacon's four idols are the Idols of the Tribe, the Cave, the Marketplace, and the Theatre.
The Idols of the Tribe are attempts to derive truth from human beings' perceptions rather than from examining the objective facts of the universe. Those of the Cave are the human tendencies to treat one's personal experience as the primary source of knowledge about reality, assuming objective truth where there is none. The Idols of the Marketplace are the murky ideas of reality that human beings form in association with one another and through social hierarchies. The Idols of the Theatre are the received philosophical systems of the past, which some human beings accept without question. Bacon argued that all these Idols hindered human beings in attaining objective knowledge.
By Bacon's definitions, Montaigne embraced the Idols of the Tribe and the Cave, insofar as he used human experience, especially his own life, as a source of knowledge about reality. Whether one believes it harms his project depends on one's definition of that project. In his own terms, Montaigne sought to learn about the world by exploring his personal experience in words, and in this he succeeded, even if Bacon might not approve. If evaluating him by the standards of whether he discovered objective truth, however, a Baconian might argue that he failed by default, because he embraced these two Idols.