Sure!
I take fresh jalapenos, and cut them in half lengthwise. Pull out the seeds and ribs. If you want them to be spicy, leave some of the rib in there. I'll usually leave random mounts, so it's kind of a Russian roulette as far as how spicy any one will be.
Then, take some room temperature cream cheese, add in a little granulated garlic and a little cayenne pepper and mix well. Use this to filled the jalapeno halves evenly.
Then take a Lit'l Smokie sausage, and lightly press it into the cream cheese "canal". Take 1/2 strip of room temperature raw bacon and wrap it tightly around the turd and secure with a toothpick. It'll stretch pretty well as long as it's warm enough. You're better off using regular bacon here instead of the thick cut kind. Then, stick 'em in a smoker until the bacon is done. The temp should be right around 275°.
You can also cook them on a charcoal grill with offset (definitely not direct) heat.
If you're using a gas grill, only heat up one side (med/low temp), and place some woodchips in heavy duty foil and wrap it into a ball and poke holes into it. Don't soak the woodchips - I don't know who started this idea, but they're idiots. Place this near the flame to get the smoke going, with the ABTs on the other side of the grill.
The thing is, these NEED to be smoked in order to get their true flavor. Something really wonderful happens to the cream cheese and bacon (as well as the pepper) that just cannot be achieved in any other way.