I'm using this great grill rack I bought from Sur La Table. It basically just a stand for the peppers so you dont have to slice them in half longways and lets you make a whole stuffed pepper. It also comes with a really interesting tool to gut the jalapenos.
pre-heat oven to 400.
Cut stems off all Jalapenos and gut them of seeds.
Cut Cheddar Cheese into 12 "sticks" that you can shove into the jalapenos.
Cut 6 Bacon strips in half.
Stuff cheese stick into jalapeno.
Wrap pepper with bacon and "pin" it pepper using tooth picks.
Place peppers on grill rack and bake for 15 minutes.