Step 1: Cut the slices of bacon in half. Partially cook the bacon over moderate heat to render some of the fat without allowing the pieces to crisp.
Step 2: Combine butter with spices, add shrimp, toss well to coat, let marinate at room temperature for 45 minutes to 1 hour (NO MORE THAN 1 HOUR, the acid in the lemon will make the shrimp white and tough).
Step 3: Remove shrimp from the marinade, reserving the marinade. Wrap a slice of bacon around each shrimp and secure with a toothpick to hold both ends of the bacon.
Step 4: Place shrimp on hot grill for 4 minutes; turn and brush shrimp with reserved marinade and grill for 4 minutes longer or until shrimp are opaque throughout.
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