Soak bamboo skewers in water, to keep from burning during grilling.
Cook bacon partially, cut in half, and let cool on paper towel. Wrap bacon around shrimp, and skewer with bamboo through the point where bacon ends meet, to keep from unraveling. Skewer 3 to 5 shrimp per bamboo.
Combine all ingredients in blender, except bacon and shrimp, and puree. Separate the sauce in half, one for basting one for dipping.
Cook bacon wrapped shrimp on grill over medium heat. When shrimp begin to turn pink, begin basting with chipotle sauce.
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