Preheat the oven to 400°F. Line a large rimmed baking sheet with foil, then lightly coat it with cooking spray.
In a small bowl, stir together the melted butter, lemon juice, salt, black pepper, cayenne pepper, and garlic powder until evenly mixed.
Place the shrimp in a bowl and pour the butter mixture over them. Toss gently to coat all sides.
Let the shrimp sit for about 15 minutes while the oven finishes heating.
Wrap one piece of bacon around each shrimp, starting at one end and spiraling around until secure.
Insert a toothpick through the bacon and shrimp to hold everything in place. Arrange the wrapped shrimp in a single layer on the prepared baking sheet.
Sprinkle half of the brown sugar evenly over the tops of the bacon-wrapped shrimp.
Bake for 7 to 8 minutes, then carefully flip each shrimp over. Sprinkle the remaining brown sugar over the second side.
Return the pan to the oven and bake for another 7 to 8 minutes, until the shrimp are pink and the bacon is crisp.
Remove from the oven and let rest for a few minutes before serving.
Notes
Jumbo shrimp work best for this recipe. Smaller shrimp cook too quickly and can become rubbery before the bacon crisps.
Thin sliced bacon wraps more easily and crisps better in the oven. If using thick cut bacon, lightly cook it first so it stays flexible, then wrap and bake as directed.
Bacon is easier to handle when cold, so keep it refrigerated until you’re ready to wrap the shrimp.
If using large (not jumbo) shrimp, reduce the baking time to about 5–6 minutes per side and watch closely.
These are great as-is, but you can brush them lightly with BBQ sauce during the last few minutes of baking or serve with your favorite dipping sauce on the side.