In a small bowl, mix together the sugar, lemon juice, olive oil and seasonings. Pour 1/4 cup of marinade into a shallow bowl. Cover the bowl and then refrigerate the leftover marinade for basting.
Add shrimp to marinade, toss so each shrimp is coated and let sit in marinade for 15 minutes. Drain shrimp and discard marinade.
Take one piece of halved bacon and wrap it evenly around shrimp, avoiding the tail. Secure bacon with a toothpick.
Place shrimp on a greased broiler pan rack. Broil shrimp four inches away from heat source until shrimp turn pink, about three to four minutes on each side. Baste shrimp frequently with marinade after turning.