Well, I found this recipe on a ton of web sites, all crediting www.halfbakedharvest.com, so I thought I would give it a try and we were thrilled with the results. I hope you like it too.
Bacon wrapped Shrimp coated with
BBQ Sauce and Baked1 1/4 cups regular ketchup
1 cup dark brown sugar (gives much better flavor than light brown)
1/4 cup molasses
1/4 cup pineapple juice
2 teaspoons hickory liquid smoke
2 1/2 teaspoons ground dry mustard
2 teaspoons paprika
1/2 teaspoon garlic powder (not salt)
pinch of cayenne pepper
1 1/2 teaspoons kosher salt (not fine table salt)
1 teaspoon black pepper
Put everything into a saucepan and whisk it together. Bring to a boil, then reduce heat to slow simmer and simmer 5 to 15 minutes, depending on how thick you want it to be.
You can use this immediately or store in fridge for a week or so or portion it out and freeze it for future use.
NOTE: If you don't have kosher salt, you can use regular table salt, just use LESS, since kosher salt and table salt measure very differently.