Peel and devein the shrimp and set aside. Open the bacon and cut the bacon strips in half. Wrap a shrimp with the bacon and skewer to hold bacon in place. Repeat until all shrimp are gone (probably 10 - 12 skewers). Prepare grill for low heat and place the skewers on grill. Using a brush (I prefer a mop) immediately begin basting the skewers in BBQ sauce turning as needed. When the sauce caramalizes remove from grill.