Bacon Wrapped Shrimp, My Version

I don't make this very often but when I do, it is always a hit. I found 6 to 9 count shrimp (yes, very big!), peeled them leaving only the tail shell on. Butterflied them and dressed with a little olive oil. Sprinkled a little Old Bay on em. Placed a little brown sugar, horseradish and a piece of Monterey Jack on the inside. Wrapped with a full piece of bacon that I had nuked for 20 seconds and secured with toothpicks. Sprinkle with whatever rub you prefer (I have one that I make and use on everything but beef). Cooked indirect on AR with platesetter at 380 degrees,2 chuncks of apple wood for about 20 minutes basting with BBQ sauce for the last 5. Yes, they were tasty!