To avoid the soggy, chewy , greasy bacon and rubbery overcooked shrimp that is often the outcome of this otherwise simple combination do the following: Start with quality ingredients. Good sized shrimp, you don't want the bacon to blanket it and mask the flavor. A whole slice of bacon is too much for even jumbo shrimp (which is preferred for this appetizer) so cut bacon into smaller strips. Since bacon and shrimp cook at different temperatures and times first cook bacon in your microwave. Place bacon on 4 or 5 pieces of paper towel and cover with another 2 layers. Cook and remove while it is still pliable enough to wrap around the shrimp - about 2 minutes should do, depending on power of your microwave. The added advantage is you will get rid of excess bacon grease too. Wrap the bacon and secure with long toothpicks threaded through both the tail and main body of each shrimp then place under your broiler or on your grill.