To thaw the shrimp, place the package in a plate or bowl and refrigerate it overnight (ideally) or on the morning of the day you're making the stew. Then, place the shrimp in a colander in your sink and run cold water over it to thaw any remaining ice. If you see any black veins, remove them with a fork or shrimp tool and rinse the shrimp clean.
Note, if you want to serve this over rice, you'll need to start cooking it first if you don't have any made. See notes.
Let the shrimp sit in the colander while you prepare the stew. (If you need the same colander for the rice, transfer the shrimp to a bowl and rinse the colander before draining the rice.)
Cook six strips of bacon in the microwave. (It helps to line a dinner plate with paper towels, place the bacon on them, and cover the strips with another paper towel. I cook mine for four minutes, but it will depend on your microwave.)
While the bacon is cooking, rinse the zucchini and pat them dry. On a cutting board, cut off the stem and root ends. Cut the zucchini into one-inch pieces. (Cut each zucchini in half the short way, then cut those pieces in half the long way, (and again, if they're thick.) Then slice the planks into smaller pieces. Set the zucchini aside in a bowl.
Peel the shallot and chop all of it.
Make the stew in a large pot. Heat the olive oil in the pot over medium-high heat. Add the chopped shallots and stir them a bit. When they're starting to soften, add the zucchini to the pan, along with the salt. Stir to combine.
Let the zucchini cook until they're crisp-tender, at least 10 minutes.
Add the canned tomatoes with their juice. Use a potato masher to gently smash the tomatoes and break them up.
Pat the grease off of the bacon with a paper towel and cut the bacon into small pieces (use kitchen scissors if you have them.) Stir the bacon into the pot.
Stir in the barbecue sauce, chili powder, cumin, garlic powder and cayenne pepper. Let the mixture cook for 15 minutes, lowering the heat a bit if needed, but keep it simmering.
While the stew is cooking, remove the tails from the shrimp by pinching them and pulling them off. Discard the tails.
After the stew has been cooking for 15 minutes, add the shrimp to the pan and stir to combine. Raise the heat to high and let the shrimp cook for five minutes, or until fully cooked. Stir and flip over the shrimp as needed, making sure each one is no longer translucent. (When fully cooked, the shrimp will curl, and turn white. Cut one open to check if it's done.)
When the shrimp is done, turn off the heat. Serve the stew over rice, if desired, with optional extra bacon. You can add red pepper flakes for spicy heat, if you'd like.
Store leftovers in the refrigerator (keep the rice separate) for 3-4 days. Do not freeze it.
Notes
RICE: Two cups of raw rice will yield 8 cups of cooked rice, which will allow for generous servings. You can follow the method described in How to Cook Long-Grain Rice Like Pasta, using 1 ¼ teaspoons of salt and two tablespoons of butter.