You will need toothpicks or skewers.
Soak toothpicks or wood skewers in warm water for around 30 minutes.
Stir together all of the ingredients for the marinade in a small to medium sized bowl.
Rinse Shrimp, remove tails and pat dry.
Add Shrimp to marinade, toss to coat and allow to marinate at least 30 min at room temperature. (Longer for pre-cooked shrimp).
In a large skillet, cook bacon around 2 minutes until edges start to curl. DO NOT COOK THE BACON. Drain and set aside until shrimp is done marinating.
Wrap bacon around shrimp and skewer or secure with toothpick.
Grill or broil until shrimp is done and bacon is crisp. This takes around 10 to 15 on both my grill and broiler, but you will need to judge this for yourself. Be careful to not overcook if using pre-cooked shrimp.