Grilled Mexican-Style Corn Preheat grill to high heat. Bacon wrapped shrimp is an easy, no frills way to get two of life’s pleasures—bacon and shrimp—together to combine them in one awesome bite. Now for the good part – grilling the pineapple bourbon glazed shrimp. Place the shrimp on the grill and cook for 1-2 minutes. Bring to a boil and add shrimp. Mix mayonnaise, sour cream, garlic, and 1 teaspoon of the ancho chili powder in a small bowl and set aside. Lightly oil grill grate and place ears of corn on the grill. Preheat the grill to a medium heat (about 400°-425°). Garnish grilled shrimp with the chopped bacon and serve immediately. Complement each bacon wrapped shrimp with a kiss of hickory smoke and a glaze made out of your favorite bourbon … It doesn’t take long at all, so pay attention! Then, top with bourbon shrimp… Grill and glaze the bourbon shrimp . Flip the shrimp and brush with pineapple bourbon … Carefully add Maker's Mark Bourbon to deglaze, and then add your heavy cream and shrimp stock. Remove from heat. Reduce heat to medium and cook for 2–3 minutes until shrimp is just cooked through. To serve, divide toasted bread and rice.