Halve the jalapenos lengthwise, and remove the seeds and ribs. Bring pot of water to boil. Add the jalapenos halves to the pot, then remove from the heat. Let them sit in the water for 30 minutes before draining.
Stuff each jalapeno half with a chunk of cheese and 1 raw shrimp. Wrap each with bacon slice. Hold in place with toothpick.
Preheat grill. Grill each jalapeno until the bacon is thoroughly cooked and crisp, just a few minutes.