Preheat your oven to 375°F (190°C) and prepare a baking sheet; meanwhile, in a small bowl, combine 0.5 cup (4.9 oz / 140g) of barbecue sauce with 1 tsp (0.17 oz / 5g) of prepared horseradish and mix well.

Assemble the appetizers by wrapping each shrimp first with a fresh basil leaf and then with a piece of bacon, ensuring you do not overlap the bacon too much so it cooks evenly, and secure everything in place with a wooden toothpick before arranging them on the baking sheet.

Place the shrimp in the preheated oven and bake for approximately 5 to 6 minutes, or until the shrimp are just starting to turn pink on one side.

Remove the tray from the oven, increase the oven temperature setting to "Broil," flip each shrimp over, and return them to the oven to broil for 2 to 3 minutes per side until the bacon starts to get crispy.

Remove the shrimp from the oven carefully, baste all sides generously with the barbecue-horseradish sauce mixture, and place them back under the broiler for 1 to 2 minutes per side to let the sauce set and caramelize.

Remove the shrimp from the oven, baste them one final time with the remaining sauce, and serve them hot immediately with any extra sauce on the side.

Pat the Shrimp Dry: Before wrapping, use paper towels to pat the peeled shrimp dry. Removing excess moisture helps the bacon adhere better and prevents the shrimp from steaming inside the wrapper, leading to a better texture.