Have you seen my brochette recipe?
I've posted it half a dozen times to raving reviews. The search function failed, so here ya go:
Keep in mind, this is relatively easy but it is time consuming - especially if you haven't done it before.
Ingredients:
Largest uncooked shrimp you can find
Meatiest bacon
Old Bay or cajun spice
fresh jalapeno peppers
your favorite cheese (not shredded)
toothpicks
Clean your shrimp down to last joint, leave tail, remove vein
like this. Half butterfly shrimp - this means don't cut all the way through front to back. You may fully butterfly them, but when you're stuffing with cheese and peppers then wrestling them into a bacon wrap, you'll wish you had left a little barrier to help contain the ingredients.
Sliver jalapenos - the larger the slivers, the spicier it will be.
Cut cheese into strips about the length of the shrimp.
Now lay out bacon.
The object is to roll your bacon tightly around the shrimp containing some cheese and a sliver of pepper. When you achieve this, you'll push a toothpick through. This process is going to be frustrating. Some of them are going to be ugly. Sometimes you'll need to use more than 1 toothpick. It doesn't matter. You'll get the hang of it and develop your own process - eventually. This is not a meal you want to prepare for a large group.
Sprinkle entire tray of wrapped shrimp with Old Bay or cajun spice.
Cook on a hot grill that has been wiped with olive oil (on the cooking surface). Due to the fat in the bacon, it's going to flame up - so you might want to bring a spray bottle of water out with you. The flames are okay - it helps to cook the bacon. Grill until bacon browns. The shrimp will be cooked if the bacon is done properly. Remove toothpicks and enjoy.
I usually like to serve this with some dirty rice, jambalaya, bay scallops, jalapeno corn bread - something with a cajun flair.