CUT each slice of bacon in half.
WRAP each shrimp with 1 bacon piece. Thread 3 bacon-wrapped shrimp onto each of 60 skewers (or onto each of six skewers for trial recipe); place in single layer on parchment-covered sheet pan.
BAKE in 350°F-convection oven 10 min. or until shrimp turn pink and bacon is crisp. Brush with sauce. Bake an additional 5 min.