1. Preheat the broiler and arrange the rack in the oven to be about 6 inches away from the heat elements.
2. Put an oven-safe baking rack over a large heavy-duty rimmed pan.*
3. Spray the baking rack with cooking spray.
4. Cut a slice of bacon in half such that it is half as long as it was when it started. Repeat with remaining bacon slices. I use kitchen shears and cut the entire package of bacon in half at once.
5. Take the shrimp out of the freezer.
6. Grab a hold of a still-frozen shrimp. Wind a halved bacon slice around it, leaving the tail uncovered.
7. Place the shrimp on the prepared baking rack, with the bacon edge down to help keep it in place.
8. Repeat by wrapping each shrimp in a bacon half, arranging them in a single layer on the prepared pan.
9. Put the pan of bacon-wrapped shrimp on the oven rack under the broiler. Cook for 4-8 minutes, or until the tops look like they’re crisping up. Use tongs to flip over all of hte bacon-wrapped shrimp, being careful to not unwind any loose bacon.
10. Continue to cook until the bacon all around the shrimp is cooked and looking a bit crisp in places, about 4-8 more minutes. If any bits of bacon start to seem burnt in spots, flip those ones over.
11. Remove shrimp from oven and serve immediately with sweet chili as a dipping sauce, if using.

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