Preheat your grill to 400°F following your grills manufacturers instructions and set up for indirect grilling.
Cut the top of each jalapeño so you can remove all the seeds. The top of the jalapeño is the end with the stem. Make sure you do not throw the tops away, these are important.
Stuff each jalapeño full of your favorite cheese, or cheese mix. Once each jalapeño is stuffed, replace the tops back on the secure closed with a strip of bacon and a toothpick or small skewer (this is important otherwise your cheese will escape).
Place the jalapeños on the grill away from the heat source, making sure you have a drip pan underneath. Lay the jalapeños straight on the grill plates or on a grilling rack or tray if you have one.
You are looking to cook the jalapeños until the bacon has grilled to golden brown and crispy. This will take around 20 - 25 minutes.
When serving be very careful, the cheese inside is extremely hot. If possible you are best to wait 5 minutes before eating to avoid mouth burns.