Mix together in a small bowl the lime zest, lime juice, olive oil, and chipotle powder. Put the shrimp in the lime chipotle mixture; make sure each piece is well coated.

Spread the bacon pieces out over several layers of paper towels on a microwave-safe plate. Cover with another layer of paper towel. Microwave on high until the bacon fat begins to melt but the bacon is still pliable, about 1 1/2 minutes.

Prepare grill on high, direct heat (if grilling) or preheat the oven to 450°F.

Working one at a time, wrap a half piece of microwaved bacon around each piece of shrimp. If you are grilling, thread the shrimp onto long, flat skewers (flat skewers make turning the shrimp on the grill easier). If you are using the oven, secure each the bacon onto the shrimp with toothpicks. Place the bacon-wrapped shrimp on a slotted baking pan (lined with foil inside for easy cleaning). Brush remaining lime chipotle mixture on the outside of the bacon-wrapped shrimp.

Grill uncovered for 5 to 7 minutes on each side, or bake in the oven for 10-14 minutes, until shrimp is pink and the bacon is crisp.