Wrap shrimp with 1/2 slice of bacon, securing with a toothpick. Be sure and use the large shrimp--the cooking time for the shrimp and the bacon is similar. If you use medium-sized shrimp, you might want to precook the bacon a little--over cooked shrimp are tough and rubbery--and a real shame.
Line a jelly roll pan with extra heavy duty foil, and place baking rack in pan. Place the shrimp on the rack, and sprinkle heavily with the barbecue seasoning, turn and sprinkle second side. Let the shrimp sit for 15 minutes. The bacon will turn from creamy white to a little opaque, and the seasonings will soak in.
Cook the bacon for 10 to 15 minutes. The rack keeps the shrimp from sitting in the draining bacon fat. With a little luck, you won't tear the foil -- you can throw that away and only have to scrub the rack.