In a small bowl, combine the sugar, lemon juice, oil and seasonings. Pour 1/4 cup marinade into a large resealable plastic bag; add shrimp. Seal bag and turn to coat; refrigerate for 30-60 minutes. Cover and refrigerate remaining marinade for basting., In a large skillet, cook bacon over medium heat until cooked but not crisp. Drain on paper towels. Remove shrimp from marinade; discard marinade. Wrap each shrimp with a piece of bacon and secure with a toothpick., Using long-handled tongs, moisten a paper towel with cooking oil and lightly coat the grill rack. Grill bacon-wrapped shrimp, covered, over medium heat or broil 4 in. from the heat for 5-10 minutes or until shrimp turn pink, turning and basting with reserved marinade.