1. Mix all ingredients for the rub together and set aside.
2. Cut 1/3rd off each slice of bacon. Since package sizes vary, count out your slices. You’ll need 1 slice per shrimp.
3. Fill the butterflied shrimp with cream cheese, then place the strip of jalapeno (cut to fit if needed) and cover with a little more cream cheese.
4. Repeat with the rest of the shrimp, then season them with the rub. I do this by eye, just enough to coat them, but it probably amounts to less than 1/4 tsp each.
5. Wrap the smaller section of the bacon slice over the front of the shrimp, then wrap the sides with the longer piece. Fasten them either with toothpicks or on a skewer tail to tip.
6. Season the outside of the bacon with more rub.

On the Grill

1. Bring the grill to high heat and oil the grates.
2. Cook the bacon wrapped shrimp for about 2 minutes, then flip and cook for another 2-3 minutes, or until the bacon is browned on each side and the shrimp is opaque.

On the Stove

1. In a large skillet over medium-high heat, cook each side of the bacon wrapped shrimp for about 2-3 minutes, or until the bacon is browned and the shrimp is cooked through/opaque.
2. Remove the toothpicks and/or skewer to serve.