Build a small fire with a grill or grate. Lightly oiling the grill or grate.
Split each jalapeno in half and remove the seeds. Fill each jalapeño half with cream cheese and wrap with bacon. Wrap the bacon as tight as possible to seal in the melting cheese and secure with toohpicks.
Grill the wrapped jalapenos for 10 minutes. Turn frequently and remove when the back reaches a point where you are comfortable. Remove and serve.