1. In a 2-quart pan, heat oil over medium-high heat. Add garlic and stir until golden, 1 to 2 minutes. Remove pan from heat and add Bourbon, Worcestershire, and hot sauce. Light contents with a long match and let the alcohol burn off. Return to low heat and add butter, one piece at a time, stirring to incorporate into sauce. Add salt and pepper to taste.
2. Heat broiler to high and position a rack 5 to 6 inches away from the heating element. Meanwhile, lay each shrimp on its side, place a piece of bacon along its back (cut bacon to fit lengthwise if necessary), roll up loosely, and secure with a skewer or toothpick. Arrange shrimp in a single layer on a 10- by 15-inch pan. Brush liberally with Bourbon sauce. Broil 3 to 4 minutes, turn, brush with more sauce, and broil another 2 minutes, or until cooked through. Discard extra sauce.
Note: Nutritional analysis is per piece.