So saturday night I tried to make bacon wrapped shrimp on the grill. I precooked the bacon in the oven a little & then wrapped it around giant butterflied shrimp (U/12) that had been marinating in orange marmalade/spicy mustard/garlic mix. So far so good, right? When I put it on the grill several things happened---it caught fire and the bacon unwrapped. I don't like using toothpicks to secure because they burn and splinter. I ended up cooking the bacon separatley on the grill & the shrimp by itself and then trying to eat them together. How would you master this? I guess another downside is that the shrimp doesn't brown when it's wrapped in bacon. Should I just give up?