When I do stuffed Japs (aka ABT's), I cut the cap off and carefully cut out the seeds, fill with cream cheese, put the cap on, wrap with bacon, and use a toothpick to secure the cap and bacon. I smoke for 2-3 hours or until the bacon has crisped.
I'm sure that someone else will chime in here. You could search the forum for ABT's.
Hope this helps.
Take care, have fun, and do good!
Regards,
Meowey
(BTW - ABT stands for Atomic Buffalo Turds - LOL)