Rinse and drain raw shrimps. Pinch off inedible tail-parts. Wrap each shrimp in half a slice of bacon and secure with toothpick.
Bake at 350 on a foil-covered cookie sheet for 10 mins.
Remove from oven. Drain off fat. Turn oven to Broil and move oven rack up to right under the broiling elements. Broil shrimp for 5 minutes.
Drain off fat again. Using the toothpicks, turn the bacon-wrapped shrimp over. Broil for 5 more minutes, or until the backsides are as crisp as the fronts.
Remove from heat. Put on serving plate. Squeeze half a lemon over the bacon-wrapped shrimp, and serve promptly while they're still sizzling.
Note: Shrimp and scallops are available in big bags at Costco. I save up my money and go buy them when I can, then the bags sit in my freezer until I need them. They're (obviously) not as good as fresh, but they're surprisingly affordable.