Preheat pellet grill or smoker to 275℉ with your choice of wood pellets.
Place block of cream cheese on an aluminum foil-lined baking sheet. Sprinkle barbecue seasoning on top of cream cheese.
Place whole jalapenos directly on the grill grates. Smoke the jalapenos and the cream cheese block at 275℉ for about 1 hour.
Remove the smoked jalapenos and cream cheese from the grill. While jalapenos are cooling, transfer the smoked cream cheese to a mixing bowl. Add the shredded cheese and mix until well combined. Set aside.
Cut the tops off the smoked jalapenos, and cut a slit down one side to open the peppers up like a boat. Remove the seeds. Stuff each pepper with the cream cheese mixture, and then press the sides of the pepper up around the cheese. Set aside.
Place a chicken thigh, opened up with the smooth side down, on a work surface. If needed, pound out so that the chicken thigh is even thickness. Place one stuffed jalapeno at one end of the chicken thigh, and roll so that the chicken thigh wraps around the pepper. Wrap two strips of bacon around the rolled chicken thigh, and secure with toothpicks if needed. *Be sure to remove toothpicks before serving. Repeat for the other 7 chicken bombs. Once all chicken bombs are wrapped, season all sides with Texas Rub.
Place the chicken bombs on the grill and smoke for about 1½ hours, or until the internal temperature of the chicken is about 150-155℉. Then, drizzle honey (or barbecue sauce) on top of each chicken bomb, sprinkle on some barbecue seasoning, and return to the grill to continue to cook. *If needed, you can change the position of the chicken on the grill so that all of the thighs cook evenly.
Smoke the chicken bombs an additional 30-40 minutes, or until internal temperature reaches about 180℉. *If you’re using chicken breasts instead, cook until 165℉.
Remove the smoked chicken bombs from the grill and transfer to a serving platter. Drizzle with additional honey or barbecue sauce, rest for about 5 minutes, and serve.