turds so easy it's laughable, but so good it's indecent-
you will need:whole jalapenos, bacon, chive/onion cream cheese and a "sweet" bbq rub(ie-one w/o a lot of pepper in it. quick homemade one would be equal parts paprika/brown sugar and 1/4 part salt) and toothpicks. glazing w/bbq sauce is optional and if you go that route, try for a lightly sweet and delicately flavored one, otherwise the sauce will over power everything else.
slice the jalapenos in half lengthwise(try to make sure part of the cap is on each side as it helps to hold the cream cheese in) and a use a spoon to scrape out the veins/seeds. soften cream cheese by running under warm water for several minutes or set on counter for a while(doesn't need to be runny, just soft enough to spoon into the peppers easily). once softened, spoon cream cheese into each jalapeno half(try to fill the whole cavity and make sure it is even w/the edges). once stuffed, wrap each jalapeno half in bacon and secure bacon with toothpicks. (quick tip-when doing this, I start by placing one end of the bacon at the top of the pepper half. I then spiral wrap the bacon towards the bottom and flip the loose end up to the top so that I can then secure the bacon using only one toothpick). lightly dust wrapped pepper halves with your rub. cook indirect using medium heat until bacon is done, but not too crispy. if you're using a sauce to glaze, coat them just a few minutes before pulling off grill.
I know it looks like a lot typed out, but in practice, it's super easy and the only problem I've ever had w/them is making enough.