1. Butterfly and stuff the shrimp. Cut a 1/2-inch deep incision (without cutting through the shrimp) down the inside of each of the peeled shrimp. Scrape out the (usually dark) vein—the intestinal tract.
Roast the garlic in a dry skillet over medium, turning frequently, until soft and blotchy black in spots, about 15 minutes. Cool and peel off the papery skin. In a medium bowl, mash the garlic with a fork until it is nearly smooth, then add the cilantro, black pepper and 2 cheeses. Mix, mashing everything together, until thoroughly blended and homogeneous. Taste and work in a little salt if you think necessary.
Scoop out a generous teaspoon of the filling and press it evenly over the butterflied part of a shrimp. Wrap the shrimp in a piece of bacon—to ensure that the bacon crisps, make sure it overlaps no more than an inch. Continue until all the shrimp are stuffed and wrapped.
2. Cooking the shrimp. Heat a heavy skillet (preferably cast iron) over medium-high. When thoroughly heated, lay the shrimp in the pan, overlap-side down. Cook until crisp underneath, about 1 minute, then turn each piece a quarter of a turn cook another minute. Continue until all 4 sides are browned in the same manner. The bacon needs to be thin enough that it can crisp in the same time it takes for the shrimp to cook: you’ll know the shrimp are perfect when only a hint of pink translucency remains deep in the butterfly.