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Place shrimp in large resealable plastic bag or glass dish. Add marinade; toss to coat. Refrigerate 30 minutes.
Meanwhile, place 2 layers of paper towels on a microwavable plate. Place 24 pieces of bacon in single layer on paper towels. Cover with 1 layer of paper towel. Microwave on HIGH 4 minutes or until bacon is halfway cooked. Repeat with remaining bacon. Remove shrimp from marinade. Discard any remaining marinade. Wrap a piece of bacon around each piece of shrimp. Alternately thread 2 pieces each bacon-wrapped shrimp and cantaloupe onto skewers.
Grill over medium heat 5 to 7 minutes or until shrimp turn pink and bacon is cooked through, turning frequently. Brush with additional marinade, if desired.