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Preheat oven to 400°F, line a large baking sheet with aluminum foil, and generously spritz with cooking spray.
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Wrap the shrimp with bacon and secure with a toothpick.
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Brush the wrapped shrimp with BBQ sauce and place in the oven.
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Bake for 8-10 minutes or until the bacon has crisped and the shrimp are cooked through.
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Remove from the oven, transfer to a serving platter, and garnish with chopped chives or parsley.