Shell and devein uncooked shrimp. In a bowl, mix next 5 ingredients. Marinate shrimp in mixture 30 minutes to 1 hour at room temp. Cut bacon into thirds or halves and wrap bacon around shrimp. Thread onto skewers. Grill until bacon is crisp, 10 to 12 minutes Turn several times and brush with reserved marinade. Bacon dripping will cause the grill to flare up, so keep the water spritzer handy. Serve at once with lemon wedges.
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