Fry bacon slices in bottom of a large kettle or 12-cup flameproof casserole, just until it begins to turn crisp. Roll up, using the tines of 2 forks; remove and reserve. Brown chicken, part at a time, in pan drippings, turning with tongs to brown on all sides; remove and reserve; keep warm. Brown ham cubes and diced peppers in same pan; remove with slotted spoon and reserve. Sauté onion and garlic until soft in pan drippings, sprinkle in rice and cook, stirring constantly, until rice is evenly coated and begins to brown. Add tomatoes and liquid, chicken broth, salt and cayenne. Bring to boiling; spoon into a 12 cup casserole, if a kettle was used. Arrange chicken, ham and diced pepper on rice; cover. Bake in moderate oven, 375ºF. 50 minutes; add shrimp; cover casserole; bake 10 minutes longer, until rice and chicken are tender and liquid is absorbed. Top with reserved bacon curls and chopped parsley. Bake at 375ºF. for 1 hour. Makes 8 servings.