Cut bacon strips in half widthwise. On a large cutting board lay bacon strips flat. Place a basil leaf in the middle of each piece of bacon. Place a shrimp on top of the basil with the tail at a right angle to the bacon strip. Wrap the bacon around the shrimp and place seam side down on a broiling pan; secure with toothpick if desired. Sprinkle with salt and pepper.
Broil, 4 to 5 inches from the heat for 3 minutes. Turn over and broil another 3 minutes, or until the shrimp are pink and curled and the bacon is crisp. Squeeze lemon juice over cooked shrimp just before serving.