Gather all the ingredients.
Preheat oven to 400F. Line oven tray with aluminum foil or use a silicone baking mat.
Cut bacon into ~5″ slices (you should end up with 12 slices). Cut aluminum foil into 3-4″ width strips and wrap onto a cylinder shaped object with a diameter of about 3-4″ (or you can use your fingers). Wrap the bacon around the foil and place a toothpick at the end to hold the bacon together. Place bacon along with the rolled aluminum foil onto the oven tray making sure it’s standing up vertically. Repeat for all 12 bacon rolls. Transfer to center of the oven and bake for 16-19 minutes until crispy.
Mix Sriracha and Kewpie Mayo in a bowl and set aside.
Thinly slice green onions and set aside.
Cut asparagus into 1 inch length and set aside. You will need 24 pieces.
Peel, prepare and cut off the tail of shrimp as needed.
In a large frying pan, add olive oil under medium high heat. Once the oil is warmed up (about 2 minutes), add asparagus and shrimp. Cook shrimp for 1-2 minutes on each side or until pink. Remove both asparagus and shrimp from the large frying pan and set aside.
Cut garlic into thin slices (you will need 12 slices) and place garlic in the same large frying pan under medium low heat. Cook until garlic lightly brown, about 1-2 minutes, and transfer to a holding plate.
Once the bacon is done, remove toothpicks. With 2 fingers, undo the bacon rolls and place a piece of shrimp, 2 pieces of asparagus and ~1/2 tsp spicy mayo mix. Roll back the bacon to form a roll, add garlic chip, Toasted Sesame Seeds and green onions on top and transfer to serving plate.