Preheat the broiler. Wrap each shrimp with a bacon slice. Thread each shrimp on a small bamboo skewer and brush lightly with oil before broiling. Place skewers on a wire rack set into a foil-lined metal tray.

Broil the shrimp until the bacon gets crispy on all sides. Baste with barbecue sauce and broil for 2 minutes. Turn once and finish, another 3 to 6 minutes, or until shrimp are just cooked through. Serve warm.

Cook's Note: Soak the skewers in water before using to prevent them from catching fire when the shrimp are cooking.