Combine 4 cups water and the molasses in a medium pot and bring to a boil. Add the jalapenos and cook until soft. Remove the jalapenos and let cool. Combine the mozzarella with the cream cheese and ricotta. Mix in the shallots and bacon.
Prepare a grill to 350 degrees F.
Slice the jalapenos lengthwise and carve out the seeds and stems. Stuff the cleaned out jalapenos with the cheese mixture and wrap each with 1 slice prosciutto. Grill the jalapenos, turning frequently, until the prosciutto is crispy, 5 to 8 minutes.
For the dipping sauce: Bring the sugar and wine to a boil over medium-high heat. Add the cranberries, tangerine zest, and cinnamon stick and return to a boil, stirring. Reduce the heat and simmer, partially covered, until the cranberry skins pop, about 10 minutes.