Position a rack 3 to 4 inches from the heat source and preheat the broiler. Whisk the lemon juice, garlic, paprika, thyme, olive oil and 1/2 teaspoon salt in a shallow baking dish. Add the shrimp and toss to coat; marinate in the refrigerator, 20 minutes.
Turn the shrimp in the marinade to coat well. One at a time, remove each shrimp and wrap with a piece of bacon; secure with a toothpick if desired. Place seam-side down on a baking sheet. Spoon any remaining marinade over the shrimp. Broil, turning the shrimp once, until the bacon is slightly crisp and the shrimp are cooked through, about 5 minutes.