"What can go wrong with shrimp and bacon?" says my husband. I am going to try this one!
With regards to the peppers, are you talking about what some call "mini sweet peppers"? I suspect that is the best size of pepper but I can imagine using yellow and orange bell peppers, too. (Personally, I don't like green bell peppers cooked into food.) The yellow and orange bell peppers ones would need to be stuffed with lots of shrimp and a little creme cheese to bind the shrimp. The smaller peppers are a better choice for appetizer size morsels. Hot peppers can be used, too, if you like HOT mixed in with your shrimp and creme cheese. This sounds like a versatile recipe!