Cook the bacon in a skillet over medium heat until 75 percent done. Combine the cheeses in a small bowl. Stuff each pepper with some cheese, wrap the peppers with the bacon strips, and secure with toothpicks.
Preheat a grill to 375 degrees F. Preheat the oven to 450 degrees F.
Grill on a hot grill until grill marks appear, about 5 seconds. Remove them immediately to a small sheet pan and bake them in the oven until cooked through. Remove the peppers from the oven to a serving plate and serve.
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