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Step 1
Peel and deveine the shrimp. Warm the rum in a small saucepan over low heat.
Step 2
Wrap each shrimp in a narrow strip of bacon and fasten with a toothpick.
Step 3
Place shrimp in a shallow pan and bake at 450 degrees for about 10 minutes, turning often, until bacon is crispy.
Step 4
Put the shrimp in a chafing dish or ceramic dish. Pour rum over shrimp and ignite.
Step 5
Serve immediately.