Step 1: Preheat oven broiler.
Step 2: Wash the shrimp and pat them dry. Butterfly shrimp by cutting lengthwise along the back—don't cut all the way through, leaving the tail section intact.
Step 3: Grate the cheese and mix with jalapeño pepper.
Step 4: Cut each piece of bacon in half.
Step 5: Fill the open section of each shrimp with about 1 teaspoon cheese mix. Wrap each shrimp with a piece of bacon, and secure with a wooden pick.
Step 6: Place shrimp on a broiler pan and broil until bacon is crisp. Turn the shrimp and broil until bacon is done. About 10 minutes or less, total.
Step 7: Serve hot.
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