Instructions

  1. For the béarnaise sauce: Combine the mayonnaise, shallots, tarragon, vinegar and pepper in a small bowl.
  2. Cover and let stand at room temperature to blend the flavors, at least 1 hour.
  3. Wrap a bacon strip around each shrimp, securing the bacon with a toothpick.
  4. Broil: 5 minutes until bacon starts to crisp.
  5. Turn shrimp and broil another few minutes until bacon is crisp all the way, remove and drain on paper towels.
  6. Keep shrimp warm.
  7. Or For Barbeque: Prepare barbecue (medium-high heat).
  8. Brush grill rack lightly with oil.
  9. Grill, covered, turning once, until the bacon is crisp and the shrimp is firm, about 8 minute.
  10. Remove toothpicks and serve immediately with the sauce.