I call these delicious little devils Chicken Bombs.
Basically I just take a boneless skinless chicken thigh, toss some barbeque rub on both inside and outside.
Then take a jalapeno, and a chunk of cream cheese, and place it inside the thigh, roll it up.
Wrap in bacon, secure with toothpicks, and smoke!
I used applewood for the smoke, at about 250 until they looked done. I don't remember exactly how long, maybe 2 or 3 hours?
Brush on some barbeque (I used sweet baby rays) at the tail end of the smoke. Good eating! Plus these bad boys register at about 300 calories total, so they're not that unhealthy for you either!