I baked ours, with the exception of cholesterol, I think I've managed to make this MUCH healthier :) First, I par-baked TURKEY bacon in half-slices. This reduces both sodium AND fat and left the bacon pliable enough to wrap. Then, I cleaned & roasted 10 FRESH jalapenos in a drizzle of olive oil & a pinch of sea salt for about 10 minutes. Again, a reduction of sodium AND leaving nutrition in the pepper. Then, I wrapped about a 1/3 of each jalapeno & a half-slice of bacon around each shrimp & secured with a toothpick. I baked them at 400 degrees for 15 minutes. In addition, I prepared an "eye-balled" provolone cheese sauce for dipping. YUMMMMM!
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I baked ours, with the exception of cholesterol, I think I've managed to make this MUCH...