Soak the toothpicks in water for at least 30 minutes.
Butterfly each shrimp by cutting along its curved back from the head end to the tail end, cutting almost all the way through the shrimp. Leave the tail section intact.
Related Grill Skills
Peeling and Deveining Shrimp (Tails Left On)
Prepare the grill for direct cooking over medium heat (350° to 450°F).
In a microwave oven on high, cook the bacon until the fat is slightly rendered, 2 to 3 minutes.
Place one piece of the cheese and one jalapeño ring inside each butterflied shrimp. Close the shrimp, and then wrap one piece of bacon around each shrimp so that the cheese and the jalapeño are enclosed. Insert a toothpick into the shrimp, pushing it through the exposed end of the bacon strip so that the bacon is held in place and the shrimp is held closed. Grill over direct medium heat, with the lid closed, until the shrimp are firm to the touch and just turning opaque at the center and the bacon is crisp, 6 to 8 minutes, turning once. Serve immediately.
Place one piece of the cheese and one jalapeño ring inside each butterflied shrimp. Close the shrimp, and then wrap one piece of bacon around each shrimp so that the cheese and the jalapeño are enclosed. Insert a toothpick into the shrimp, pushing it through the exposed end of the bacon strip so that the bacon is held in place and the shrimp is held closed. Grill over medium heat, with the lid closed, until the shrimp are firm to the touch and just turning opaque at the center and the bacon is crisp, 6 to 8 minutes, turning once. Serve immediately.
