Run a knife along the top of the shrimp to butterfly, removing any veins.
Stuff each shrimp with horseradish.
Wrap each stuffed shrimp with half a piece of bacon in a single layer.
Place shrimp in the Blackstone Airfryer, preheated to medium to medium-high, checking after 3 minutes. Flip or move any around if needed and cook for another 3-5 minutes.
Serve with a thousand island dressing for dipping.