Preheat:
Heat oven to 375°F (190°C) for par-bake.
Heat smoker to 275–300°F (135–149°C) with indirect heat and mild wood.
Par-bake bacon:
Lay halved bacon on a rack over a sheet pan.
Par-bake 8–10 minutes until just starting to render but still very pliable.
Cool slightly.
Par-bake sausage:
On the same rack, par-bake sausage coins 5–7 minutes to render a little fat.
Cool briefly.
Make filling:
In a bowl, mix cream cheese, cheddar, jalapeños, garlic powder, onion powder, black pepper, and 1 tbsp BBQ rub until smooth.
Transfer to a piping bag (or zip-top bag; snip corner).
Form cups:
Wrap one bacon half around one sausage coin to form a “shot glass.”
Secure with a toothpick through the seam and sausage.
Set upright in a foil pan or on a rack.
Fill:
Pipe filling into each cup just below the rim (it will puff).
Top & season:
Sprinkle a pinch of brown sugar and a light dust of the remaining BBQ rub on each.
Smoke:
Place on the smoker 45–60 minutes until bacon edges are bronzed/crisping and the filling is set and bubbling.
Glaze (optional):
Stir BBQ sauce + honey; brush lightly during the last 10–15 minutes to set a shiny glaze.
Rest & serve:
Rest 5 minutes, then serve warm with extra BBQ sauce.
Oven option (in a pinch):
Bake 400°F (204°C) for 25–30 minutes until bacon is crisp and filling set.
Broil 1–2 minutes to finish. (Less smoky, still awesome.)