Working with one shrimp at a time, peel the shrimp, butterfly it down the middle, and open it up. Cut the cheese into 1-inch by 1/2-inch slices. Cut the jalapenos in half lengthwise, open them up, and remove the seeds (pre-sliced canned jalapenos work too). Cut the bacon slices in half. Take a butterflied shrimp, open it up, and place a slice of cheese and a slice of jalapeno inside. Close the shrimp and wrap the bacon around it. Then secure it with a toothpick right down the middle to hold it all together. Repeat this for all of the shrimp except for one ... yes one, the one with the surprise! To make this one special shrimp, all steps will be the same, except you not only use a jalapeno, but you also include a slice of the hottest pepper you can find! I usually go with a habanero or serrano pepper.  Pour the hottest hot sauce you can find inside this one special shrimp for an extra kick. Throw this ONE into the mix with all of the others (if you're smart, you will do something noticeably different to this one that only you know of, so that you don’t pick it). Then take them all out to the grill to cook. Turn them frequently and let them cook long enough to crisp the bacon. Enjoy them as great barbecue appetizers. Just sit back, enjoy and watch who gets the SURPRISE! You will most likely hear them yelling first! Bwaaahahaha!