You will need one pepper for every two shrimp you have. Rub peppers with olive oil and roast peppers in the oven, when done peel skin off cut in half remove seeds and set aside.
Cut bacon strips in half and cook till half way done.
Clean shrimp and season with salt and pepper. Take half of pepper and wrap around shrimp along with one of the half strips of bacon and put toothpick in to hold. Place on cooking sheet and place in 400 degree oven till shrimp is done and bacon is chrisp.