Some people call them poppers. Others call them rattlesnake or armadillo eggs. But whatever you call them, jalapeño peppers, stuffed with cheese, wrapped in bacon, and grilled with wood smoke embody American barbecue at its most ingenious, irreverent, and diabolical. You may be alarmed by the notion of eating something that has a jalapeño pepper as its primary ingredient (in Texas it might be considered a vegetable side dish). Rest assured that seeding the peppers removes much of the heat and much of the rest departs in the grilling. This particular rendition plays the smoke of bacon and ham against the piquancy of cheddar cheese, but the permutations of fillings are limited only by your imagination.
Step 1: Cut the stem ends off of the jalapeños and set them aside. Seed the jalapeños, then place a strip of cheese and of ham and a sprig of cilantro in each jalapeño. Wrap a slice of bacon around each jalapeño like the stripe on a candy cane and secure the bacon with a toothpick. Place the caps on top of the jalapeños and place the poppers in a jalapeño roaster. Or, secure the cap of each jalapeño in place with a toothpick so you can grill the jalapeños on their sides.
Step 2: Set up the grill for indirect grilling, place a drip pan in the center, and preheat the grill to medium-high. If you are using a gas grill, add the wood chips or chunks to the smoker box or place them in a smoker pouch under the grate before you preheat the grill (see Tip, below).
Step 3: When ready to cook, brush and oil the grill grate. If you are using a charcoal grill, toss the wood chips or chunks on the coals. Place the rack with the jalapeños in the center of the grate over the drip pan and away from the heat or arrange the jalapeños on their sides in the center of the grate. Cover the grill and cook the poppers until the jalapeños are soft, the bacon is browned and crisp, and the cheese is melted, 20 to 30 minutes. Remove and discard the toothpicks, then serve the poppers at once.
To make a smoker pouch, place a 12- by 18-inch piece of heavy-duty aluminum foil on a work surface with a short edge facing you. Place the drained wood chips on the bottom half of the foil and fold the top half over them. Tightly pleat the edges of the foil together to make a sealed pouch. Using the end of a skewer, poke about a dozen holes in the top of the pouch.