Wash and dry the radicchio, endive and lettuce. Tear into bite-size pieces and set aside. Wrap each shrimp tightly in half strip of bacon. Grill in skillet or over charcoal grill until crisp, 3-5 minutes, turning once. Cover to keep warm. Seed peppers and cut into thin julienne strips. Set aside. Combine oil, vinegar, mustard and thyme in a jar. Cover and shake well. Place greens and peppers in a bowl. Add shrimp. Toss gently with the vinaigrette. Serve in shallow bowls, arranging greens first, and 5 shrimp on top of the greens.