Cut 1/4 inch off the tops of each jalapeño and core them out. I like to use the back of a spoon, insert and twist to loosen everything and then shake or tap the sides of each pepper to dump the seeds.
Make the filling by combining softened cream cheese, colby jack cheese and 1 tablespoon of bbq seasoning.
Take the cream cheese mixture and place it into a piping bag or a ziplock bag with the corner cut off and fill each jalapeño.
Carefully wrap one chicken thigh around each jalapeño and season the chicken with the remaining bbq seasoning.
Then wrap each chicken thigh with 2 pieces of thin cut bacon. Secure each one with a few toothpicks if necessary to hold everything together.
Smoke each chicken bomb at 250°F for about 2-3 hours or until the chicken is cooked to at least 165°F internal. (Use a meat thermometer to check).
For the last 10 minutes brush bbq sauce onto each chicken bomb then remove from the smoker. Allow them to cool down for a few minutes, then remove toothpicks and slice them into 1 inch pieces to serve.