Preheat the oven to 425 degrees F. Place the cut bacon slices on a wire rack on top of a foil lined baking sheet. Then bake for 10 minutes. Transfer them to a plate lined with a paper towel to cool. Keep the oven on.
Add the shrimp, olive oil and seasonings to a mixing bowl. Toss to coat the shrimp.
Wrap each piece of the shrimp with a piece of the bacon securing the bacon to the shrimp with a toothpick. Continue until all the shrimp is wrapped with bacon.
Place the bacon wrapped shrimp on a baking sheet lined with foil and bake for 10-12 minutes, flipping them halfway through the cook time, until the shrimp are pink and bacon is crispy.
Remove from the oven. Let sit for 5 minutes. Then they are ready to serve with the lemon wedges and enjoy!
Notes
Do not use thick cut bacon for this recipe. It takes too long to cook and is difficult to wrap around the shrimp. Refrigerate the leftovers in an airtight container for up to 3 days.