Preheat grill and set it up for two zone cooking.
Place five chicken pieces on a flat skewer, weaving a double slice of bacon around each piece of chicken. Repeat until the chicken is all on skewers
Divide the shrimp into three equal portions and place them on sets of double skewers. Using a double skewer prevents the shrimp from spinning on a single skewer.
Lightly season the chicken and shrimp with the Cajun rub, reserving any unused rub.
Place the chicken skewers on the grill over direct heat. Cook until evenly charred on all sides, about six minutes total, flipping often.
Move the chicken to the indirect side of the grill and glaze with barbeque sauce. Close the grill lid and allow the sauce to set for two minutes.
Open the lid and place the shrimp skewers over direct heat. Allow them to cook for two minutes. Flip the shrimp, glaze with barbeque sauce, and cook for an additional two minutes.
Remove chicken and shrimp skewers from the grill. Ensure chicken is at a safe eating temperature of 165 degrees Fahrenheit.
Serve hot with creamy orzo or steamed rice.