I'm relatively sure these would kill you if you deep fried them... and while I guarantee you'd die happy, I also figure that the "fat busting" rumors about my foreman grill have to be good for something.
Cut the peppers in half and remove all the membranes and seeds from each half and set aside.
Mix the chorizo sausage with the cheddar cheese (you could use turkey chorizo or another spicy sausage in place of chorizo, if you prefer).
Roll the chorizo and cheese mixture into balls (about ping-pong ball sized) and fill each jalapeno half with sausage before wrapping with a slice or 2 of bacon.
Stick a toothpick through the bacon and jalapeno to keep the whole thing together.
I cook these for about 10-15 minutes at 375 degrees on my foreman grill -- or until the peppers are soft and the bacon is crispy. You can also place them on greased cookie sheet in a 375 degree oven until, again, the peppers are soft and the bacon gets crispy.