1. Soak thirty 6-inch bamboo skewers in water to prevent burning. Cut thirty 1/2-inch chunks of pineapple and finely chop whatever remains.
2. Season the shrimp with salt and pepper. Place a chunk of pineapple on each shrimp and wrap with a piece of bacon.
3. Place a 6-inch skewer through each shrimp assembly and reserve. (Do not reserve for too long before cooking as the pineapple will begin to break down the shrimp.)
4. Heat the oil in a large skillet over medium heat and sweat the onions, celery, and garlic until softened but not brown, 3 to 4 minutes.
5. Add the reserved chopped pineapple, ketchup, chili sauce, plum sauce, vinegar, soy sauce, and Worcestershire sauce to the onion mixture. Bring to a simmer and cook until the sauce is glossy and thickened, 15 minutes. Adjust the consistency with water, if necessary, and season with salt and pepper. Keep the sauce warm.
6. To cook the shrimp, spoon or brush a small amount of sauce (about 1 tsp each) over each skewer and place in a preheated 400 degrees F oven until the meat just turns white, about 10 minutes.
7. Remove the skewers from the oven and neatly arrange on serving platters. Sprinkle with the green onions and coconut. Serve immediately with the remaining sauce on the side for dipping