DirectionsNight before: Soak wooden skewers in water to minimize burning when on grill.
4 to 8 hours before: Peel & devein shrimp, leaving tails on. Wrap each shrimp with ¼ to ½ slice of bacon. Skewer 4 to 5 bacon-wrapped shrimp on each skewer. Set skewered shrimp in a shallow pan, add coconut rum and allow to refrigerate for 4 to 8 hours. Turn occasionally.
When ready to cook, prepare grill for shrimp by cleaning and spraying oil over grate. Drain alcohol off shrimp. Salt & pepper shrimp (to taste) and grill. Allow a little space on skewer between each shrimp for even cooking.
Prior to cooking shrimp, prepare AnchoButter Sauce with the above ingredients. Refrigerate until ready to use. Serve shrimp hot with butter sauce.