Shrimp Wrapped with Bacon 1 dozen large shrimp, cleaned6 pieces of bacon1/4 c. barbecue saucePreheat oven to 375 F.Line a sheet pan with foil and spray with cooking spray.Cook bacon in microwave for 3-6 minutes, so it’s still pliable.Wrap bacon around 2 pieces of shrimp and place on a sheet pan. Bake for 7-8 minutes until shrimp turn pink.Place barbecue sauce on a plate and arrange shrimp on top.