Two hours before the cook, marinate the shrimp with the Italian dressing in the refrigerator.
Set the EGG for indirect cooking with the convEGGtor at 350°F/177ºC with a cast iron skillet preheating in the EGG.
In the skillet, sauté the fresh crabmeat with olive oil, salt, black pepper, red pepper, parsley and lemon juice. Cook for 5 minutes or until the crabmeat is heated. Mix the crabmeat with the breadcrumbs and mayonnaise.
Place a spoonful of the crabmeat mixture in the shrimp and lay on the end of the bacon. Roll up the shrimp and bacon and fold it over to ensure crab meat stays intact. Place the shrimp on the Grid. Sear the bacon for a few minutes on each side. Cook for 20 minutes or until shrimp is pink. Remove from the EGG and serve over cheesy grits.