Clean your raw shrimp and remove the shell. Put the shrimp in a zip-lock with the Catalina dressing for an hour or so.
Meanwhile, parcook the bacon in the microwave to begin the cooking process. Or another option is to fry your bacon and then after it has cooled, you can dip it in boiling water for a few seconds to make it limp. Either way, when you wrap your shrimp this will make the cooking time for your bacon about the same as the time for the shrimp.
Wrap the shrimp with a half-slice of bacon and put it on a skewer with pineapple. You can do another piece of shrimp or two on the skewer if you want.
To finish the shrimp in the oven, set the oven rack six inches from the heating element so that the bacon crisps quickly. If the rack is any lower, the shrimp will overcook by the time the bacon is ready.
To finish the shrimp off on the grill, grill it over medium hot coals for 3 or 4 minutes per side until done.
As the bacon begins to crisp and the shrimp is beginning to turn pink, brush more Catalina dressing on the skewers (liberally) and finish grilling.