Soak the skewers in cold water for half an hour. In a bowl mix together chili, olive oil, juice and lime. Carefully wrap the shrimp on all sides in this mixture. Roast bacon on a pan.
The bacon must remain flexible. We then wrap each shrimp with a strip of this half-cooked bacon. We put the shrimps prepared in this way on skewers and rub the surface of the bacon again with the spicy mixture. Put them in a preheated grill and grill for about 4 to 5 minutes.