Place a baking rack on a large baking sheet that has been lined with aluminum foil.
Wrap each shrimp with a piece of bacon and place on rack. Bake in a preheated 450°F oven 10 minutes.
Remove from oven and brush both sides of shrimp with ¾ cup barbecue sauce. Return to oven and continue baking until bacon is crisp (5-10 minutes).
Remove from oven and serve with remaining barbecue sauce.