Begin by peeling and deveining a shrimp.
In a small saucepan, gently warm the rum over low heat.
Take each shrimp and wrap it in a narrow strip of bacon, securing it with a toothpick.
Arrange the bacon-wrapped shrimp in a shallow pan and bake them at 450 degrees for approximately 10 minutes. Remember to turn them often until the bacon becomes crispy.
Place the cooked shrimp in a chafing dish or ceramic dish.
Pour the warmed rum over the shrimp and ignite it for a captivating presentation.
Serve the delicious dish immediately for your guests to enjoy.