Preheat smoker or oven to 350 degrees.
Slice jalapenos in half lengthwise, using a small pairing knife, remove seeds and membrane. Parboil or steam for 3-4 minutes, drain and cool.
Meanwhile, combine softened cream cheese, shredded cheese and buffalo sauce. Fill each pepper half with cheese mixture. Wrap each stuffed pepper with a strip of bacon. Place on a rack in a shallow baking pan.
Bake for 30-40 minutes or until bacon begins to crisp.