Arrange shrimp on baking sheet. Sprinkle with rosemary, ground black pepper, and several splashes of vinegar. Wrap each in bacon, covering completely; secure with toothpick. (Can be prepared 8 hours ahead. Cover and chill on sheet.) Preheat broiler. Broil shrimp 4 to 5 inches from heat source until shrimp are cooked through and bacon is browned, watching carefully to prevent burning, about 5 minutes per side. Remove toothpicks. Transfer shrimp to platter. Sprinkle hot shrimp with cheese and serve.