I get what you're saying.
The biggest issue with these peppers is the walls are very thin. Meaning they will cook down much more than a jalapeno. As I recall, they don't have many seeds, and you needn't worry about removing the membrane.
A few suggestions:
1) Practice. You have enough peppers to play with. Take 20 and split them into groups of 4 or 5 and try a few different techniques.
2) Since the walls are thin and will lose structural integrity with high heat, you could try filling with something a little more stable than pure cream cheese. For example, 2 parts chopped bacon to 1 part cream cheese.
or
3) Leave them whole, batter them (include some mega hot powder in the batter if you're feeling that) and cook them indirect with a vortex or SNS. I would either cook them on a small moveable rack, a small pan, or maybe a little bit of foil with cooking spray. You might get some sticking on the grate (even with oil). But try it and see what works best.
Good luck!