8 wooden skewers, soaked in water for at least 1 hour
Put the bacon in a cast-iron skillet over medium heat and cook, stirring occasionally, until the bacon is crisp and the fat is rendered.
When the bacon is just about done, heat the canola oil in a nonreactive skillet over medium-high heat. Add the tomatoes and salt and pepper and cook, stirring, just until slightly softened. Using a slotted spoon, transfer the bacon to the skillet with the tomatoes and add the cilantro, vinegar, thyme and green onions. Cook, stirring, until heated through, about 5 minutes. Set aside; keep warm.
Heat a charcoal or gas grill to high for direct grilling.
Brush the shrimp with canola oil and sprinkle with salt and pepper. Using two skewers at a time, thread four shrimp on the skewers near the tail and head ends--this makes it easier to flip the shrimp on the grill. Grill until slightly charred and cooked through, about 2 minutes per side.
Remove the shrimp from the skewers and top with the warm vinaigrette.