Position an oven rack in the top of the oven and preheat the broiler to high.
Add the crab, breadcrumbs, mayonnaise, parsley, lemon zest and juice, garlic, 2 tablespoons of the steak sauce and 1/2 teaspoon salt to a large bowl and stir until well combined.
Cut a deep slit down the ridged back of each shrimp and open it up like a book. Put the shrimp on a baking sheet and press the tails down firmly so they lay flat. Top evenly with the crab mixture, then lay a piece of bacon across the crab mixture on each shrimp, tucking the ends under the shrimp and making sure they do not overlap.
Broil until the bacon starts to crisp, about 10 minutes. Remove from the oven, brush with the remaining 1 tablespoon steak sauce and continue to broil until the bacon is dark golden and slightly charred in a few spots, about 2 minutes more depending on your broiler. Serve with lemon wedges.
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