Pre-heat oven to 400°. Or, if you have a convection oven set it on 375° with the convection on.
Thaw shrimp by placing in a strainer and running cool water over them.
Mix together the Smoky, Spicy and Sweet Seasoning Mix: Paprika, Brown Sugar, Cayenne, Salt, Pepper and Garlic Powder.
Combine ½ cup BBQ sauce, your favorite hot sauce, to taste, and 1 teaspoon of the seasoning blend. (optional)
Line a sheet pan with foil and place a baking rack on top. A broiler pan would also work here. When the shrimp are thawed place paper towels over the baking rack and lay the shrimp on top. Dab with more more paper towels to dry the shrimp.
Discard the paper towels. Arrange the shrimp on the baking rack and sprinkle with the seasoning blend.
Cut the bacon in half lengthwise. This will make it much easier to wrap the shrimp. Place the bacon on several layers of paper towels and cover with a few additional layers. Place on a microwave safe plate and microwave for 1-2 minutes or until bacon is pliable and starting to release fat/juice. Let the bacon cool for 3-5 minutes.
Wrap cooled bacon around the shrimp (securing the bacon with a toothpick if desired), and place on the baking rack. Sprinkle the wrapped shrimp with the seasoning blend.
Bake the shrimp for 10 minutes. Then remove from the oven and lightly brush with the BBQ sauce. Bake for an additional 5 minutes. If you like the bacon really crispy, turn your broiler on for just a minute at the end. Make sure you keep and eye on it….don’t walk away! The BBQ sauce will burn quickly, so watch carefully.
Remove the sheet pan from the oven and turn the shrimp over and brush the second side with BBQ sauce. Bake for an additional 5 minutes. Again, turn the broiler on for a minute for extra crisp bacon, watching carefully!
Serve with extra BBQ sauce for dipping as desired. Enjoy!!