Cut a small slit on the back of each shrimp, not cutting all the way through. In a large bowl, combine salad dressing and orange juice. Add shrimp. Cover and refrigerate 30 minutes.
Meanwhile, in a large skillet, cook bacon in batches over medium heat until cooked but not crisp. Drain on paper towels.
Drain shrimp and discard marinade. Place a piece of cheese in the slit of each shrimp. Wrap bacon around shrimp and secure ends with toothpicks.
Moisten a paper towel with cooking oil. Using long handled tons, rub on grill rack to coat lightly. Prepare grill for indirect heat with two drip pans. Place shrimp over drip pans and grill, covered, over indirect medium heat or broil 4 inches from heat for 3 minutes on each side or until shrimp turn pink.
Originally Submitted
10/18/2013
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