Preheat smoker to 275°-300°F (I use hickory or apple wood for this recipe).
In a medium bowl, combine cream cheese, cheddar cheese, and 1 Tbsp. of pork rub. Spoon some of the mixture into each of the jalapeños.
Add remaining Tbsp. of rub to hot pork sausage, then wrap each jalapeño with the sausage. Use your hands to ensure the sausage is covering the entire jalapeño, and roll back and forth into an egg shape.
Wrap each egg with bacon – it will usually take two pieces per egg. Secure with toothpicks.
Place the eggs on the smoker over indirect heat and close the lid. Smoke until the internal temperature reads 165°F (time will depend on smoker temperature and size of eggs).
If you want soft, bite-through bacon, brush the eggs with the barbecue sauce and serve immediately. If you want crispy bacon, brush the eggs with barbecue sauce, then increase the heat to 400° and cook for a few more minutes.
Serve hot and enjoy!