Soak skewers in water while preparing the BBQ sauce.
In a medium saucepan melt butter and saute onions and jalapeno, until tender.
Season with cayenne, salt and pepper, then add ginger, brown sugar, orange juice and ketchup in order, making sure to blend completely before adding the next ingredient.
Let simmer until the edges begin to caramelize, about 15 minutes.
Set aside and let cool.
Once cool, reserve half for dipping, the other half for brushing on the shrimp when grilling.
Cut bacon in thirds.
Thread each shrimp onto a skewer, starting from the tail end.
Bend the shrimp as you thread it so it lies in one straight line on the skewer, removing its natural curve.
Wrap each shrimp in the center with a piece of bacon.
Brush with BBQ sauce and place skewers with bacon seam side down onto the grill.
Cook over medium heat until bacon crisps up and shrimp is cooked through, about 8 minutes.
Special equipment: 16 (10-inch) wooden skewers