Preheat your oven to 425 degrees. Line a baking sheet with foil and place the bacon strips on it. Cook the bacon for 10 minutes until it's partially cooked but still pliable.
In a large bowl, combine the shrimp and the shrimp seasoning ingredients. Stir to ensure that all the shrimp are evenly coated.
Once the bacon is partially cooked, remove it from the oven. Keep the oven on. Assemble the stuffed shrimp: take a half-strip of bacon, place a shrimp at the end, add a slice of jalapeno and a stick of cheese. Roll everything up tightly and secure it with a toothpick. Arrange the assembled shrimp on the same baking sheet.
Put the baking sheet back in the oven and cook for an additional 8-10 minutes, or until the bacon is crispy and the shrimp are fully cooked.
Carefully remove the toothpicks before serving. These bacon-wrapped stuffed shrimp are now ready to be enjoyed as a delicious appetizer or main dish.