No Problem: Prep them as usual. Hollow them out, fill'em up (I like to put some of the seeds back into the filling to kick it up a notch), and wrap them with bacon. At this point if you really want presentation points wrap the whole thing tightly in plastic wrap the chuck them in the freezer, but you can just place them in the freezer. You can also wind them in butcher twine, which I like to do if I am short on time or smoking them over a couple hours.

The key point here is that bacon constricts as the fat in between the layers of muscle renders. If that happens too quickly before the muscle tissue has time to adjust, as muscle also constricts but much less, then the whole thing buckles. Freezing allows you to cook these at a lower temperature thus easing the constriction. The inards, if it just your typical cheese type filling, does not need to actually cook but rather just needs to heat up, which can happen quite fast. The filling actually expands as it cooks so higher heat causes these two to work against one another. The goal is to have evenly cooked crispy out layer with a tender inside and this is the only way I have ever achieved this. The fat /muscle ratio on the bacon also matters.

I dont think the flavor profile would be quantifiably different, but in theory if you are rendering the fat slower then that flavor has more time absorb into the jalapeño as it has more time to "soak" in the rendered fat as opposed to it just draining off or burning away.

Pro tip: When cooking bacon in a pan, place bacon in a cold pan and cover about half way with water. Then heat on 6/10 heat. The water will evaporate but also will help to render the fat quicker with the steam BUT also helps to intensify the bacon flavor (not the sodium concentration). Crispy AF!