Preheat a grill or grill pan over medium-high. Wrap the bacon around the shrimp. In a small bowl, toss the onion with 1 tbsp. oil; season with salt and pepper.
In a large bowl, whisk the mustard, vinegar, Worcestershire, garlic and the remaining 3 tbsp. oil. Add the kale; toss to coat and season.
Grill the kale until lightly charred and softened, turning once, about 4 minutes. Let cool, then chop into 2-inch pieces. Grill the onion and the bacon-wrapped shrimp, turning once, until the onion is charred in spots, about 6 minutes, the bacon is browned and the shrimp is cooked through, about 8 minutes per side. Divide the kale among plates. Top with the onions and shrimp.