16 large shrimps (21/30 count), peeled and deveined, do not remove tails
8 slices bacon, each cut crosswise in half
2 ounces Monterey Jack cheese, cut into 16 sticks
16 pickled jalapeño pepper rings
Toothpicks (soaked 30 minutes)
Butterfly each shrimp by cutting along its curved back from the head to the tail. Leave the tail section intact. Prepare the grill for direct cooking over MEDIUM heat (350° to 450°F). Cook the bacon until the fat is slightly rendered, 2 to 3 minutes. Place one piece of cheese and one jalapeño ring inside each butterflied shrimp. Close the shrimp, then wrap one piece of bacon around each shrimp. Insert a toothpick into the shrimp to pin the bacon strip where it ends. Grill over direct medium heat, with the lid closed, until the shrimp are firm to the touch and bacon is crisp, 6 to 8 minutes, turn once.