Disco Stu welcome to the board.
You have to be extremely cautious when cooking with bacon on the grill. As you discovered, bacon is the perfect fuel for any fire. Make sure the bacon dripping doesn’t hit the fire directly. Yes you will cook over high heat, but the fire doesn’t have to be directly underneath the food. Also make sure that you soak the bamboo skewers in water for at least 2 hours prior to cooking. If your gas grill has more than one burner, turn only one on, and then place the shrimp right at the edge where the lit burner zone ends and the unlit one starts. It’s a little different with charcoal, because you can set different zones. If you were cooking them over charcoal, you’d make sure the bacon dripping does not hit the charcoal directly by leaving more spaces between the briquettes or moving the food over a cooler zone. I hope this helps.
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