Preheat your oven to 400°F and line a baking sheet with aluminum foil.
Make sure your workspace is ready; this helps everything run smoothly!
In a small bowl, mix paprika, cayenne pepper, and black pepper.
Set this spice blend aside for your shrimp preparation.
Cut a slit along the back of each shrimp without cutting completely through.
Insert a piece of cheese and a jalapeño square into each slit.
Wrap each shrimp with a half piece of bacon.
Use a toothpick to secure the bacon if needed.
Place the shrimp on skewers and arrange on the prepared baking sheet.
Bake for 10-12 minutes or until the bacon is crispy.
While the shrimp bake, heat butter and white wine in a skillet until the butter melts.
Drizzle this sauce over the cooked shrimp before serving.