Whisk together the oil, lime juice, and garlic in a mixing bowl. Add salt and pepper to taste. Toss the shrimp in the marinade then refrigerate for 30 minutes to an hour.
Fire up the grill to medium – hight heat
Remove the shrimp from the marinade and shake off excess.
Wrap each shrimp with a strip of chili pepper, then half a bacon slice. Secure with a toothpick.
Cook on grill until bacon is crisp and shrimp is hot. About 6-10 minutes.
Sprinkle shrimp plate with diced avocado and garnish with lime wedges.