Cook the bacon in a large pot on medium heat until slightly crisp, about 7 minutes. With a slotted spoon, remove the bacon and place on top of a plate lined with paper towels, leaving all the bacon grease in the pan.
Add the onion, celery, jalapeno, and garlic to the bacon fat left in the pan and saute on medium heat until the vegetables are translucent, about 7 minutes. Add the butter and continue to stir the veggies along with the butter so the veggies don’t stick to the pan or burn.
Once the butter has melted, stir in the flour and cook for a minute or two. Add the chicken broth slowly, stirring constantly to prevent lumps.
Simmer for 10 minutes, stirring frequently and scraping the bottom of the pot to get all the bacon fat mixed into the soup.
Add the beer to the pot and simmer, stirring frequently, for another 10 minutes. Stir in the heavy cream, mustard and Worcestershire sauce. Crumble the bacon and return the bacon to the soup. Add the cheeses to the pan and stir until the cheese completely melts. Add the cayenne pepper, salt, and pepper to taste. Serve hot.