Peel shrimp, and devein, if desired.
Cut a slit in each jalapeño pepper; remove seeds and membranes. Carefully place one shrimp in cavity of each pepper.
Wrap each pepper with 1 bacon piece, and secure with a wooden pick. Place in a jellyroll pan.
Broil 5 1/2 inches from heat 6 to 7 minutes on each side, or until bacon is cooked. Serve warm.