After pounding out the chicken, season both sides with your favorite BBQ rub.
Spread the chicken flat on a cutting board. Place cream cheese, a few jalapenos and some tasso in the middle. Fold both sides over the stuffing and roll the chicken shut. Wrap well with bacon.
After all chicken is stuffed and wrapped, place two of the stuffed thighs side by side on a piece of wax paper and roll into wax paper. Repeat until all are rolled into wax paper and refrigerate wax paper rolled chicken thighs overnight so they can set and hold their shape.
Heat grill with high heat on only one side of the grill. Start the chicken cooking on the high heat side of the grill to sear the bacon. Then move the chicken to the lower heat side of the grill, turning occasionally until cooked through. (internal temperature of 185 degrees)
Glaze with BBQ sauce in the last few minutes of cooking.