In A Small Bowl, Combine The Sugar, Lemon Juice, Oil And Seasonings. Pour 1/4 Cup Marinade Into A Large Resealable Plastic Bag; Add Shrimp. Seal Bag And Turn To Coat; Refrigerate For 30-60 Minutes. Cover And Refrigerate Remaining Marinade For Basting. In A Large Skillet, Cook Bacon Over Medium Heat Until Cooked But Not Crisp. Drain On Paper Towels. Remove Shrimp From Marinade; Discard Marinade. Wrap Each Shrimp With A Piece Of Bacon And Secure With A Toothpick. Using Long-Handled Tongs, Moisten A Paper Towel With Cooking Oil And Lightly Coat The Grill Rack. Grill Bacon-Wrapped Shrimp, Covered, Over Medium Heat Or Broil 4 In. From The Heat For 5-10 Minutes Or Until Shrimp Turn Pink, Turning And Basting With Reserved Marinade.