Thanks for the tips, Terry! It was fun to give this a try.
I asked about red jalepenos at the Supermercado near my home, and the guy looked at me like I was crazy. After scratching his head, he did take me to the shelf of the produce section where the jalepenos were shrink-wrapped, and pointed to one package where two of the dozen peppers inside were turning red. So I bought the package, brought it home, and set it in a sunny spot in the kitchen in the hopes that more would ripen. Sure enough, by yesterday there were about 7 peppers that were pretty red. I cut off the stem end, split them down the middle, and removed the seeds and most of the internal ribs (just trying to remove some of the spiciest parts).
I fired up a handful of lump, put it in the JJ, added some apple wood chunks, and left it to smoke. I was outside working on a project, so I kept an eye on the smoke as I worked. Every 90 minutes or so I'd add some more lump and smoke wood. Didn't monitor the temp too closely-- I'd guess it was in the 200s for most of the time. Smoked the peppers for maybe 6 hours total, then just let the fire die down.
This morning, I ground up half a pepper to mix into my scrambled eggs, and wow is it ever good. Not very spicy, but with a rich smoky flavor and an almost sweet pepper taste. I think I'll stash these away in the freezer and pull them out as my secret weapon for the Christmas chili contest we do every year.
Thanks again!