In a large bowl, combine ingredients for the marinade. Stir in the shrimp, cover, and refrigerate for 4 hours.
Preheat oven to 450o F.
Wrap each shrimp with half a slice of bacon.
Cover a baking sheet with parchment paper and place the bacon-wrapped shrimp on it. Bake for 20 minutes, or until the bacon is crisp and the shrimp is pink.