Preheat your smoker to 275 degrees F. (If making this in the oven, preheat to 350 degrees F)

Slice the sausage into 1/2 inch rounds and cut package of thick-cut bacon in half. Wrap the 1/2 slices of bacon around the sausage rounds and secure with a toothpick forming a "pig shotglass" of meat.

In a medium bowl, combine softened cream cheese, shredded cheddar, jalapeños, and BBQ rub together until well mixed.

Transfer all of the cheese mixture into a quart-sized Ziploc bag and cut a bottom corner to easily fill the pig shots. Fill each pig shot about 3/4 of the way full of cheese.

Place the pig shots into your preheated smoker and cook for approximately 90 minutes or until the bacon is crispy to your liking.

Serve warm and enjoy!!