Recipe from Jim Dunston of IA
Rinse the peeled raw shrimp thoroughly. Cut the jalepeno peppers into thin slivers. Place one of the slivers into where the shrimp was deveined and then wrap with a 1/2 slice of bacon. Secure in place with a tooth pick. Preheat your grill (I like it about 400 degrees or so). If the heat is too low, the bacon will not be cooked and the shrimp will be dry and tough. Cook until the bacon is cooked to your liking. Brush a thin coating of your favorite BBQ sauce on them and let it cook for another minute or so. Remove from the grill and serve. If you like them spicy, use a larger sliver of jalepeno. If not, you can leave it out. The pepper does give it some great flavor though.