Thaw your shrimp by placing them in a strainer, running them under cold water for several minutes and patting them dry.
Place the shrimp in the fridge for 30 minutes.
Preheat your oven to 425 degrees and line two baking sheets with aluminum foil.
Remove the bacon from the package and cut the bacon in half.
Lay each piece of bacon out on the pan and cook for about 5-6 minutes.
While cooking, scoop the bbq sauce onto your shrimp and toss.
Line two more baking pans with parchment paper and wrap each piece of BBQ shrimp with a piece of bacon, leaving the tail open and place onto your planking sheet.
Place the pans of bacon wrapped shrimp under the broiler and cook on 425 degrees for 15 minutes until shrimp is cooked and bacon is crisp.