Prepare the grill for cooking over medium direct heat.
Cook the bacon in a large skillet over medium low heat until it is about halfway cooked, but still soft enough to wrap around shrimp. About 3 minutes.
In a small bowl, mix together the brown sugar, paprika, garlic powder, dried mustard, salt, pepper and cayenne pepper.
Place the shrimp in a large bowl and sprinkle the dry rub over the shrimp. Toss until thoroughly combined.
Carefully wrap each shrimp with bacon and thread onto a skewer, piercing through the bacon. Piercing once through the tail and once through the other side will keep them secure through cooking.
Brush the grill with oil and grill the shrimp five inches from the coals for five minutes. Turn over and cook for an additional two minutes on the other side.
Serve with dry rub or brush with BBQ sauce.
Notes
Nutritional information and serving size is approximate and will vary depending on the size of your shrimp.