Use tongs to carefully cut each jalapeño in half lengthwise and scoop out seeds and membranes for milder heat, or leave some for extra spice. Rinse and pat dry with a paper towel.
In a small bowl, mix softened cream cheese with smoked paprika, lemon juice, chopped cooked bacon, and a pinch of salt and pepper until smooth and well combined. This creates a creamy, smoky filling.
Using a spoon or piping bag, generously stuff each jalapeño half with the cheese mixture, pressing gently to fill all the way to the edges. Place the stuffed peppers on a lined baking sheet.
Preheat your smoker or grill to about 225°C (430°F). If using wood chips, ensure they are soaked in water for 30 minutes and add them to the smoker box or coals for smoky flavor. Arrange the peppers on the grates with space around them.
Place the peppers on the smoker or grill, close the lid, and smoke for 30-40 minutes until the peppers are tender, filling is bubbling, and the peppers develop a slight char.
If you like crispy bacon, wrap each stuffed pepper with a thin slice of bacon and return to the smoker or grill for an additional 2-3 minutes until the bacon is crisp and caramelized.
Remove the peppers from heat, let them rest for 5 minutes to allow the filling to set, then sprinkle with shredded cheese if desired and serve immediately. The smoky aroma, crispy bacon, and creamy filling create a perfect bite every time.