In A Large Skillet, Cook Bacon Over Medium Heat Until Crisp. Remove With A Slotted Spoon To Paper Towels; Drain, Reserving 2 Tablespoons Drippings. In The Drippings, Saute Green Pepper And Onion Until Tender. In A Bowl, Whisk The Eggs, Cream, Salt And Cayenne; Add To The Vegetable Mixture. Add Shrimp And Bacon. Cook And Stir Until The Eggs Are Completely Set.