Preheat the grill over medium-high heat. Put the whole water chestnuts in a plastic bowl or container of some type and cover with the soy sauce. Pour enough brown sugar into the bowl to cover the chestnuts. It will dissolve as you add it so it may take a fair amount of brown sugar. Let them marinate overnight in the refrigerator. In the morning, stir the mixture and let sit until you need them.
Cut the stems off the peppers. The larger the jalapeno the better. Core the jalapenos. You can find a tool called a chili twister at most BBQ/fireplace stores. Warm the package of cream cheese in the microwave and squeeze it into a quart freezer bag. Cut a little bit of the corner off the bag and use it as a pastry bag. Fill the bottom part of the pepper only. Now stuff 1 or 2 chestnuts into the pepper. You may need to cut the chestnuts in half. Leave a little space at the top of the pepper. Take the bacon (thin sliced works best) and cut the strips in half. Wrap each pepper with the half slices of bacon. Use toothpicks to keep bacon in place. Using the rest of the cream cheese, fill the remaining space at the top of the peppers. Sprinkle a little bit of all-purpose bbq rub on the top for some color. They are ready to cook.
Place the poppers on the grill and cook until the bacon is done. Watch them closely! If the bacon grease pools it will catch fire. Open grates work well (but the bacon drippings will still catch fire), but an offset fire works best. Also at most BBQ/fireplace stores you can find holders that will hold 1, 2, or 3 dozen jalapenos.
Recipe courtesy of Rick Schoenberger, The BBQ Shack, Paola, KS