Preheat the oven to 375˚F. Line a rimmed baking sheet with aluminum foil and place a baking rack inside. Spray the rack lightly with nonstick cooking spray.

Remove the shells from the shrimp, but leave the tails on. If needed, devein any shrimp that need it.

Season shrimp with salt and pepper, tossing to coat.

Wrap each shrimp with a piece of bacon. Place seam side down on the prepared baking rack. By placing them seam side down, there’s no need for toothpicks to secure the bacon to the shrimp! Repeat with remaining shrimp and bacon.

Brush each shrimp with BBQ sauce generously. Bake for 15 minutes. Remove from the oven, brush with remaining BBQ sauce.

Turn on the broiler to High and return shrimp to the oven. Broil for 2 to 3 minutes until the bacon crisps up.

Garnish with freshly chopped parsley and serve with additional BBQ sauce for dipping, if desired.