Wash the shrimp and pat them dry. Butterfly the shrimp, leaving the tail section intact.
Cut the cheese into pieces a little smaller than the shrimp. Cut each piece of bacon in half.
Fill the center of each shrimp with about 1/4 tsp. chopped jalapeno. Place a piece of cheese in the center. Wrap each shrimp with a piece of bacon, and secure with a toothpick.
Place the shrimp on a baking pan or pizza pan and broil until they turn pink. Turn the shrimp and return to the broiler until the cheese begins to melt. Serve immediately.
