Buy large prawns, about 4 or 5 inches long if you can find them, and 2-3 per person (depending on the size). If not, make do with the largest you can find. I purchased some that were fresh and about 6 inches or more long (got lucky!). Being on the wrong side of town where the butcher is, I made do with prosciutto instead of extra thin bacon. Also you will need a bottle of Kahlua, and some Spanish or Mexican semi hard cheese.
Peel the shell from the shrimp, but leave the tail.
Butterfly the shrimp to within a 1/4 inch of the tail (as shown below) and remove black veins.
Place grated cheese in the middle "well" created by butterflying the shrimp. I used what I had, Spanish Manchego cheese. Fold the prosciutto over the shrimp and cheese, using one or more pieces as needed to cover all but the tail. If you use bacon, make sure you fry it until it's just about to get crisp. You need it to still be pliable.
Place each wrapped shrimp in a lightly oiled baking dish, and insure you have the meat in a single layer. You will not need to salt these as there is plenty in the salt cured pork. Pour enough Kahlua over the top so that you have almost covered the shrimp.
Place in a preheated oven at 375 degrees. Because this is shrimp, you do not want to overcook them. So pay attention! 10, maybe 15 minutes at the most! They will be dry, and not as flavorful if you cook them too long. They will continue to cook after removing them from the oven. Serve with a slotted spoon and pour just a tiny bit of the Kahlua juice over the top. I served mine with roasted bell pepper and sweet onion polenta, and baked baby Vidalia onions.