Gather all the ingredients.
Preheat oven to 400F. Line oven tray with aluminum foil or use a silicone baking mat.
Cut bacon into approximately 5-inch slices, resulting in 12 slices. Cut aluminum foil into 3-4-inch width strips. Wrap each strip of bacon around a cylinder-shaped object or your fingers, then place a toothpick at the end to secure the bacon. Arrange the bacon rolls vertically on an oven tray lined with the rolled aluminum foil. Bake in the center of the oven 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 neutral cooking under medium high heat. Once the oil is preheated, add asparagus and shrimp. Cook shrimp for 1-2 minutes on each side or until pink. Remove both asparagus and shrimp 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.
After the bacon is cooked, remove the toothpicks. Place a piece of shrimp, 2 pieces of asparagus, and approximately 1/2 teaspoon of spicy mayo mix onto each bacon strip. Roll the bacon back to form a roll, then add garlic chips, toasted sesame seeds, and green onions on top. Transfer the rolls to a serving plate.