Special equipment: 5 to 8 bamboo skewers
Soak the bamboo skewers in water, to keep from burning during grilling.
Partially cook the bacon; cut in half, and let cool on paper towels. Wrap the bacon around the shrimp, and skewer with bamboo through the point where the bacon ends meet (to keep from unraveling). Skewer 3 to 5 shrimp per bamboo.
Combine the BBQ sauce, oil, chipotle, lemon juice, mustard, chile flakes, black pepper and cayenne in a blender and puree. Separate the sauce in half, one for basting and one for dipping.
Cook the bacon-wrapped shrimp on a grill over medium heat. When the shrimp begin to turn pink, begin basting with the chipotle sauce.
Serve with the remaining sauce on the side for dipping.