Use extra jumbo (35-44 shrimp per kg), jumbo (46-55 pcs/kg) or extra large (57-66 pcs/kg). You can usually buy these frozen, peeled and de-veined. Or you can buy them fresh and do that work yourself. Remove the tails because you cannot digest shellfish exoskeleton.
Buy very thin bacon and grill 1/2 slice per shrimp on a frogmat at 275°F (135°C) until it is almost edible. Let the bacon cool a few minutes until it is easy to handle. Clean the bacon grease off of the grease tray.
Drizzle a small amount of lime juice and pineapple juice on the shrimp. Wrap each shrimp tightly with 1/2 slice of the bacon. If you wrap very tightly you will not need toothpicks, but if you need to use them, pre-soak for 20-30 minutes in cold water.
Grill at 218°C for 5-7 minutes per side until the shrimp is pink and the bacon crisp. Don’t overcook the shrimp as they will get rubbery and chewy.