Preheat the grill to medium-high heat. (You can also make these in a large skillet or on a grill pan on the stovetop.)
Stir the Greek yogurt and Szechuan sauce together in a small bowl. Store in the refrigerator until ready to serve.
Peel and core the pineapple, then cut it into 1-inch pieces. Cut the bacon into thirds lengthwise so each slice becomes 3 short slices. Wrap each shrimp tightly with a short slice of bacon.
Add 3 bacon-wrapped shrimp and 3 chunks of pineapple to each skewer, alternating as you add them.
Grill the skewers for 2-3 minutes, then flip and grill for another 2 minutes. Once the bacon is crisp and the shrimp are pink, they're ready.
Transfer the skewers to a serving platter. Enjoy immediately with dipping sauce on the side.
Notes
Nutritional information includes 1 TBSP dipping sauce per serving.
If you're using wooden skewers, they need to soak in water for 1 hour before starting this recipe. If you're using metal skewers, proceed as directed.