Peel, devein and butterfly the shrimp or prawns. (To butterfly shrimp: Split shrimp down the center, cutting almost completely through.) Cut butterfly deep.
Insert a strip of provolone cheese and 1 teaspoon of the diced green chilies into each shrimp. Fold over the shrimp and wrap with a half strip of bacon. Secure with wooden picks.
Cook shrimp on grill, basting with your favorite barbecue sauce, until bacon is cooked and shrimp is pink.