Heat the oven to 325°. Place a cooling rack on a cookie sheet, or line with tinfoil.
Cut the jalapeno open from top to bottom, making sure not to cut in half. Remove the seeds.
In a large bowl, beat the cream cheese, cheese, and BBQ rub together well.
Fill half the jalapeno with the cream cheese mixture.
Fill the jalapenos full with brisket.
Wrap the jalapenos from one end to the other with one to two slices of bacon. Use toothpicks to secure the bacon.
Place the jalapenos on the pan and bake for 45 minutes. Turn every 10 minutes.
After 40 minutes, brush with BBQ sauce and continue baking.
If cooking on a grill, heat the grill to 325°, then cook for 35 to 40 minutes, turning every 10 minutes. Use a grill mat if possible for easier clean up.
These can be cooked in the air fryer. Place the Twinkies in the air fryer basket, making sure not to overcrowd. (You may need to do this in batches) Set the air fryer for 375° and fry for 20 to 30 minutes, turning every 10 minutes. When the bacon is crispy, the jalapenos should be cooked through.
