Dijonnaiasse glaze in descending order: mayonnaise, Dijon mustard, honey, melted butter, olive oil, minced garlic, pepper.
Partially cook the bacon in the microwave. Remove excess fat if you want to (my bacon was really fatty so I did this). Pre-cooking the bacon allows you to cook the shrimp and scallops on their own time, rather than worrying about under-cooking the bacon. Plus the bacon gets crispy on the grill.
Wrap the shrimp and scallops in bacon.
Salt and pepper the shrimp.
Grill until 2/3 done then add the sauce. I opted for a split of dijonnaisse and BBQ sauce this time. Both are great with bacon... (Carsons sauce from Chicago is awesome).
Great with Pinot Noir, Red Zin, or your favorite beer, and your favorite woman.