Peel and devein the shrimp. Thread the shrimp onto two parallel wooden skewers. Using two skewers prevents the shrimp from rolling on the grill.
Brush the shrimp with oil and apply some rub.
Place the shrimp skewers on the preheated hot grill for 1 to 2 minutes on each side to get a nice char on the shrimp while still a bit undercooked. Note: Any undercooked areas of the shrimp will be cooked during the frying process.
Remove the shrimp from the heat then and cut them into 1/2-inch (1.3cm) pieces
In a bowl, mix the shrimp, bacon, cream cheese, green onions, water chestnuts, sugar, and rub. Mix and set aside.
Place one wonton wrapper on your cutting board. Spoon about 1/2 tablespoon of the mixture in the middle.
Use some water to moisten the edges and fold the wonton into a pouch.
Pinch the edges lightly so the moistened wonton skin will seal. Repeat until all wrappers or mixture is used up.
Prepare a deep fryer by filling with oil and heating to it 350 degrees F (175 degrees C).
Add the wontons, a few at a time so they don't overcrowd, and cook until golden, 1 to 3 minutes.
In a small bowl, mix together the sweet chili sauce, sesame seeds, and sriracha.