Step 1

If you plan to use skewer the shrimp, and want to use wooden skewers, consider soaking them in water for 10–30 minutes before you begin. This will limit cooking your wood along with the shrimp.

Step 2

Clean and prepare the shrimp. Place them in a bowl and set aside.

Step 3

Prepare your charcoal grill for direct grilling. Start preheating to 375 degrees Fahrenheit.

Step 4

Season the bacon strips generously with BBQGuys x Spiceology Kansas City Rub.

Step 5

Time to bring back that bowl of shrimp. Add vegetable oil, toss on a few dashes of dry rub, then mix gently to coat the shrimp evenly.

Step 6

Add all butter sauce ingredients to a small saucepan, heated on medium low. Melt these ingredients together and stir to incorporate. We’ll be basting the bacon and shrimp with this butter sauce.

Step 7

By now, the charcoal grill should be all fired up to go. Grill the bacon first, and be mindful of flareups — depending on your intended doneness, this might be 5–7 minutes on either side. About 1 minute before the bacon is finished, lightly baste it with the butter sauce.

Step 8

Get to grilling that shrimp! Depending on its size, grill for 2–4 minutes on either side. Baste with the butter sauce as you flip. You’re looking for an internal temperature of 120 degrees Fahrenheit; it’ll finish as it rests.

Step 9

If you’re garnishing with celery, go ahead and slice the stalks into 4–5 inch strips.

Step 10

Plate each dish with bacon, shrimp, sliced celery, and garnish with blue cheese and cornichons — which are undersized, tart pickles with a mildly sweet flavor. Dab on extra sauce as you see fit, then serve and enjoy!