Fry the bacon in a skillet and then drain on paper towel (don’t cook it too crisply as it will also be cooked under the broiler).
Combine the shrimp, mayonnaise, green onion, cumin and lime juice in a bowl. Set an oven rack 6" below your oven’s broiler. Preheat broiler to high. Set the bread slices on a baking sheet and broil until lightly toasted. Remove the bread from the oven and turn each piece over. Broil that side of the bread until lightly toasted, and then set the baking sheet on your work surface.
Divide and top each bread slice with the shrimp mixture. Top the shrimp with the cheese. Set 2 pieces of bacon on top of each sandwich. Broil the sandwiches until the cheese is just melted, about 30 seconds to 1 minute, and then serve.