In a bowl, mix ingredients lemon juice, ketchup, hot pepper sauce, garlic clove and oil. Marinate shrimp in mixture 30 min to 1 hour at room temperature.
Cut bacon into thirds or halves and wrap bacon around shrimp. Thread onto skewers.
Grill until bacon is crisp, 8-10 min. Turn several times and brush with reserved marinade.
Bacon dripping will cause the grill to flare up, so keep the water bottle handy. Serve at once with lemon wedges.