You could probably grow them if you have a spot to do so......at $7/ lb, I think that would be a good idea.............Can't know your exact seasonal cycle, but I know it gets hot & dry there & they should love that.....here, on sale .49/ lb...........they also grow like weeds.....
They will lose some heat in cooking; if I want the heat factor back up high, two things:
1) Look for ones that are "old", they'll have little dried, hard brown crinkly striations running lengthwise down the pepper.....indicates they were left on the plant well into maturity & will def. be hotter.....
2) Add some heat back in using cayenne or other "heated powder" mixed in cr.cheese or sprinkled on top of cheese before wrapping......or scrape less of the membrane out ( leave more of the white stuff, that & the seeds carry the heat )
Some people do use thick bacon & do OK.....I use medium thin & it will seem to cook up just right to match everything else finishing ( cr. cheese doesn't get too gooey, other fillings cooked thru, etc.)
As far as prawns, the way I would go about it is par cook the bacon at least halfway, cool until able to handle, wrap a whole one ( or half very large) on top of cr.cheese, so the shrimp isn't overdone by the time the rest is.......I usually have a damp handtowel & some dry paper towels handy for any wrapup........
Other Fun Stuff Dept.:
Try bits of pineapple in the cream cheese, or blueberries, like the dessert 'turds......
Coming soon: I'm trying a slice of catalope, as I LOVE it grilled, so why not?
People will lay in a strip of sausage or ham before wrapping......
I've used strips of uncooked chix breast seasoned or marinated or even plain, on top of the cream cheese, based on variations from the book "Smoke & Spice" recipe called "Chicken From Hell"...............
Beef tenderloins, turkey tenderloins, cooked pulled pork are all ones I've tested & are good.....
These ones were cr. cheese, cactus honey powder, wrapped in shabu cut (paper thin) ribeye, instead of bacon ~~>
Lookie that, balanced on an 18 red.....
Fixin'.....
^^^Just for options sake ^^^^^^
If there's not a lot of hotheads in the household, try moinks & choinks.....
Everybody likes bacon wrapped meatballs, from what I can tell.....somewhere I've got pictures of friends i KNOW are vegetarian, chowin' my choinks !!!
Throw a lttle mild or medium or sweet sauce on near the end & they'll go, how you say? .....Bloody Bonkers ?
Here's a pic of one way I did shrimps.....upright in a narrow basket, hollowed whole pepper, bacon around....
Personal favorite for me is the tandoori spice in the cr cheese....
You can run them at the higher heats like Chris says, but I had a few bad experinces as a child with the cheese ( Cheddar) melting out all over vvvvvvv, so like these ones just above ^^^ 220 for several hours....slow smoking.....
Hope this helps.....these things are the most fun item of BBQ, for me, so I really enjoy passing anything that helps along......