Heat honey, mustards, ginger and cayenne to simmering; simmer 2 minutes. Remove from heat and set aside. Cook bacon ¾ of the way cooked through and cool. Wrap 1 piece of bacon around center of each shrimp and place on parchment lined sheet tray sprayed with non-stick cooking spray and cook at 450 degrees until shrimp turn opaque throughout or internal temperature reaches 145 degrees; brushing shrimp with honey-mustard mixture during last 2 minutes of cooking. Serve with honey-mustard mixture.