1. Cut a slit lengthwise down one side of each pepper to create a pocket, being careful to not cut through jalapeño. Leave stem intact and remove seeds and veins. Fill each pepper with cheese. Cut bacon in half crosswise. Wrap each pepper with half-piece of bacon. Secure with a toothpick.
2. Set up grill for direct cooking over medium-high heat. When ready to start cooking, brush grate with oil. Place peppers on hot oiled grill and cook for 6 to 10 minutes or until heated through, turning halfway through cooking. Remove from grill. Serve hot.
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