Soak Hickory Wood Chips in water overnight.
Prepare dipping sauce by combining all ingredients well. Cover and refrigerate overnight.
Prepare jalapenos by cutting a slit down one side (do not cut all the way through the jalapeno – you want it intact.) Make a small slit at the top of the last cut at the base of the stem, like a T.
Using the small end of a melon ball tool or grapefruit spoon, scrape out the seeds and membranes. Rinse jalapenos to remove all seeds.
Place jalapenos in a steamer basket over water and cover.
Place in microwave and cook on high power for 5 minutes. *This may need to be done in batches depending on the size of your steamer and microwave. (This pre-cooks and softens the jalapenos so that they are tender when removed from the grill. You can skip this step, but the jalapenos will be much firmer when you bite into them.)
Cut the block of Vermont Seriously Sharp Cheddar Cheese into 12 quarter-inch slices, then cut each slice in half lengthwise. (Again, you can substitute your choice of cheese here.)
Stuff each jalapeno with two long slices of cheese.
Lay a sheet of aluminum foil on the rimmed baking sheet and place slices of bacon flat on top of the foil.
Sprinkle bacon liberally with the OSA Gourmet Datil Cowboy Coffee Rub, and rub into the bacon with your fingers so that the seasoning sticks to the bacon. Wrap one slice of bacon, with the Coffee Rub to the outside, around each jalapeno and secure with toothpicks which have been soaking in water.
Prepare charcoal or gas grill and get up to 400 degrees Fahrenheit.
Place soaked wood chips (drain off the water) in the smoker basket in the grill.
Once wood chips begin to smoke, place bacon wrapped jalapenos on the 400 degrees Fahrenheit grill and cook for 10-15 minutes, turning and rotating jalapenos to cook bacon thoroughly on all sides.
Serve OSA Gourmet Datil Cowboy Coffee Rub Bacon Wrapped Jalapenos with Cowboy Coffee Rub Dipping Sauce, and enjoy!