Bacon Wrapped Cheddar, Jalapeno Dogs. Keep the temperature low and the cheese holds better. Use thick sliced bacon for longer smokes, if you are pressed for time, use a thinner slice of bacon. Place dogs on foil till bacon firms up then place directly on grate. Place dogs in roll, wrap in foil and warm in smoker 5 minutes or so, remove and rest five minutes before serving, optional These dogs could have went longer in the smoker. The jalapeno is barely noticeable, for a bit more heat try sliced habaneros.