Preheat grill.

In a large saucepan, bring the vinegar, bay leaf, and enough water to cover the sweetbreads to a boil over high heat.

Add the sweetbreads and salt and pepper, lower the heat so that the water barely simmers, and poach gently for 10 minutes; drain and place the sweetbreads in a bowl of ice water to cool.

When the sweetbreads are completely cooled, drain them, dry them with paper towels, and remove as much of the membrane as possible.

Separate the sweetbread into nuggets.

Toss the sweetbread nuggets and the raw shrimp gently with ¼ cup of the oil, and sprinkle generously with salt and pepper. Thread the sweetbreads and raw shrimp onto six skewers (one per serving) and refrigerate.

Place the cabbage in a large bowl.

In a large sauté pan, cook the bacon slowly over medium heat until it is crisp and golden brown, 8 to 10 minutes.

Drain off and discard all but 3 tablespoons of the fat, leaving the bacon in the pan. Add the natural sweetener, the remaining ¼ cup oil, and the balsamic vinegar to the pan and bring to a boil. Pour the hot dressing over the cabbage, tossing to wilt the cabbage and coat it with the dressing.

Season with salt and pepper and set aside.

When the fire has died down and the coals are medium-hot (you can hold your hand 5 inches above the surface of the grill for 3 to 4 seconds), place the skewers on the grill and cook until well seared and crisp on the outside, 4 to 5 minutes per side.

To check for doneness, nick, peek, and cheat: Make a ¼-inch cut in the thickest part of one of the sweetbread nuggets; it should be warm throughout with no red, only the faintest trace of pink.

When the sweetbreads are fully cooked, remove them from the heat and let them rest for 5 minutes.

To serve, place some cabbage on each plate and top with a sweetbread skewer.