Heat 1 tablespoon of vegetable oil in a small saucepan over medium heat. Add the shallot and garlic and cook for 1 to 2 minutes, until fragrant. Add the apricots, currants, vinegar, water, sugar, and mustard and simmer for 10 to 15 minutes, stirring occasionally, until most of the liquid is absorbed. Season with salt and pepper, to taste.
Meanwhile, place a large grill pan over medium heat. Add the bacon and cook for about 4 minutes, until partially cooked through. Drain on paper towels and let cool slightly.
Place the grill pan back over medium-high heat. Season the shrimp on both sides with salt and pepper and wrap a piece of bacon around each shrimp. Thread 5 shrimp onto each of four skewers and brush with the remaining tablespoon of vegetable oil. Grill for 3 to 4 minutes per side, until the bacon is crispy and the shrimp are cooked through. Serve with the chutney alongside.