I've been doing different peppers in different ways.
Jalapenos, Cut in half, scrape out the seeds, pack with your favorite cheap chip dip, load the top with cheddar, then wrap in bacon and pin w/ tooth pick.
The dip firms up nicely, put on the smoker at 350 or 400, till the bacon is crisp, not burnt.
With Anaheim's, or Hatch cut in half, scrape out seeds, pack 1/2 full with cooked ground venison, cover with a cheap dip and wrap in bacon and pin.
This also works for poblano peppers, but just lay the bacon on top.
Have also used thin sliced celery, carrots, corn, onion and anything else your imagination doesn't limit you to. LOL
I guess I'm going to have to try Habaneros next. LOL